ALM Senior Modeller recruitment
Liquidity Senior Modeller urgently required at Leading Financial Services Institution based in London or San Francisco.
You will join a world class Team, developing ALM Liquidity models and solutions, including behavioral models, best practice consulting, model creation and implementation services.
You possess working knowledge of developing behavioral models (e.g. non-maturity liabilities, prepayments, FTP, etc) Knowledge of the Regulatory and Liquidity Framework (e.g. Basel III)
You possess knowledge of prepayment Risk (PR), Value at Risk (VaR), earnings at Risk (EaR), Economic Value of equity (EVE), Liquidity Risk, Funding Risk and Interest Rate Risk, combined with working knowledge of hedging instruments; interest Rate Swaps (IRS, Cross Curency Swaps (CCS) Caps, Floors, Swaptions, Options and experience on Portfolio Constructions and Asset and Liabilities Analysis.
You are educated to degree level possessing either an Economics or Mathematical or Finance related discipline
You must demonstrate key stakeholder relationship expertise and excellent communication skills.
Apply now to secure an interview
Contact Ben Baxter
email: ben@its-city.com
Tel: 0203 283 4096