VP, Liquidity Model Validation

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