Our client, a leading global financial institution is looking to hire a Vice President into its Group Treasury function, with a particular focus on liquidity strategy, stress testing and quantitative analytics. This is a highly visible role sitting at the intersection of Treasury, liquidity risk, funding strategy and the firm's Global Markets and Investment Banking businesses. The successful candidate will play an important role in shaping and enhancing the firm's global liquidity management framework, helping senior stakeholders understand how changing market conditions, business activity and balance-sheet dynamics impact liquidity requirements, funding strategy and internal resource allocation. While the position has a significant quantitative and modelling component, it is not purely a model-development role. The individual will be expected to combine technical expertise with commercial judgement, translating complex liquidity analysis into actionable recommendations for Treasury and business leadership.
Key Responsibilities:
Play a leading role in the development, enhancement and ongoing evolution of the firm's global liquidity stress-testing framework, covering Global Markets and Investment Banking products.
Apply both quantitative modelling and qualitative judgement to assess liquidity behaviour under a range of market and idiosyncratic stress scenarios.
Help shape the broader liquidity strategy and analytical framework used to support funding decisions, balance-sheet management and internal liquidity allocation.
Develop and challenge key stress assumptions, behavioural models and scenario methodologies, ensuring they remain appropriate as markets, products and the firm's balance sheet evolve.
Establish and maintain robust model-performance monitoring, back-testing and periodic review frameworks.
Conduct detailed liquidity analysis using a combination of large-scale data, product knowledge and business insight, identifying emerging risks, trends and potential areas of balance-sheet optimisation.
Assess the liquidity implications of new products, transactions and business initiatives, including scenario and sensitivity analysis.
Support the development and refinement of Funds Transfer Pricing (FTP) methodologies and allocations, helping ensure the economics of liquidity and funding are appropriately reflected across the organisation.
Partner closely with senior stakeholders across Global Treasury, Regional Liquidity Management, Funds Transfer Pricing, Finance, Global Markets and Investment Banking.
Translate complex quantitative analysis into clear conclusions and recommendations for both technical and non-technical stakeholders.
Evaluate the impact of regulatory, policy and methodology changes on the firm's liquidity framework and underlying models.
Participate in UAT, model implementation and change-management initiatives associated with new liquidity methodologies, data infrastructure and Treasury capabilities.
Contribute more broadly to the continued enhancement of the firm's liquidity governance, controls and analytical infrastructure.
Candidate Profile:
The successful candidate is likely to bring a strong combination of liquidity expertise, quantitative capability and commercial understanding of banking products.
Relevant experience should include:
- Relevant experience within bank liquidity management, liquidity modelling, Treasury analytics or a closely related discipline.
- Strong understanding of liquidity risk, stress testing and liquidity management frameworks within a major financial institution.
- Experience developing, reviewing or challenging liquidity models, stress assumptions and scenario methodologies.
- Good understanding of Global Markets and/or Investment Banking products and how different products and transactions impact liquidity, funding requirements and regulatory reporting.
- Knowledge of recognized liquidity-management practices and regulatory expectations.
- Strong quantitative, numerical and analytical capabilities, with the ability to work effectively with large and complex datasets.
- Strong understanding of controls, governance and model risk disciplines.
- Ability to move beyond the numbers and understand the commercial and balance-sheet implications of analytical findings.
- Confidence engaging with and influencing stakeholders across different functions and levels of seniority.
- Strong communication skills, including the ability to explain complex modelling and liquidity concepts clearly to senior decision-makers
- What Makes the Role Attractive
- This position provides an opportunity to operate well beyond traditional liquidity reporting.
- The successful candidate will have exposure to firmwide funding strategy, balance-sheet management, liquidity risk, Funds Transfer Pricing and front-office businesses, while helping influence the methodologies and analytics that underpin senior Treasury decision-making.
It should particularly appeal to someone who has developed a strong technical foundation in liquidity modelling or Treasury analytics and is now looking for a role offering broader strategic exposure, greater interaction with the business and increased influence over how liquidity risk is managed across a global financial institution.
