Head of Liquidity Quantitative Analytics, Managing Director
Boston , Massachusetts
November 16, 2016
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Job Description
Job Description
Global Treasury (GT) is responsible for overall balance sheet management including credit, interest rate, and liquidity risk management. The Global Liquidity Risk Management (GLRM) team is part of the Global Treasury organization. GLRM's purpose is to monitor, analyze, communicate, and influence business decisions as a result of liquidity risk.
The Head of Liquidity Quantitative Analytics will report to the Head of Global Liquidity Risk Management and be responsible for quantitative modeling and analytics to support all projects and groups within the function.
Description of role
• Oversee the development of statistical models to quantify various business measures in support of liquidity risk management including deposits and various other liquidity risk factors
• Work with key stakeholders to ensure appropriate buy-in and business support
• Create model technical documentation and work with Model Validation, Audit, and other governance bodies in order to approve models for deployment
• Work with the information technology group to document business requirements and ensure methodologies are accurately implemented into production systems
• Engage with regulators to communicate and justify approaches
• Project-based role which supports all functions within Global Liquidity Risk Management, including liquidity stress testing, intraday liquidity, liquidity regulatory compliance, and deposits / funding needs
• Sample projects include: building a new operational deposit model, forecasting intraday liquidity needs, designing and calibrating liquidity metrics and limits
• Manage a team of approximately five reports

5+ years of experience in financial services, liquidity background or experience preferred
• Strong quantitative aptitude/skills and experience modeling complex financial concepts (e.g. SAS, R, Matlab, SQL, Stata)
• Expertise in managing a team of quantitative individuals and ability to management projects to deliver results in short timelines
• Strong communication skills and ability to explain complicated quantitative topics to business unit stakeholders
• Dedicated to high-quality output, with focus on building models with sound business intuition and data

Job Opening ID

Boston, MA

Closing Statement
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