Apply for the VP, Liquidity Model Validation position
"*" indicates required fields
Office Status: Hybrid (2 to 3 days in office per week)
Salary Range: $113,000-$235,000
Responsibilities:
- Identify key liquidity risk factors
- Evaluate soundness of liquidity model choices
- Challenge model assumptions and limitations
- Challenge model implementation: perform independent checks to ensure model is implemented and working as intended, review sensitivity analysis and tests performed, review controls and procedures put in place
- Perform independent tests on the models (statistical tests, coherence tests, benchmarking, etc)
- Write validation reports comprising tests performed, validation conclusions and recommendations addressed to the first line of defense
- Evaluate recommendation remediations and opine on sufficiency