Intraday Liquidity Analyst
Core
Develops and implements quantitative risk modeling methodologies to manage structural market risks for banking portfolios and products, ensuring proper measurement of market risk and supporting effective risk management practices.
Role type
Intraday Liquidity Analyst (Quantitative Risk Modeler)
Builds
Quantitative models, dashboards, and reporting programs for structural market risk, valuations, hedging strategies, and Net Interest Income stress testing.
Domain
Banking / Financial Services / Quantitative Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative modeling, statistical analysis, financial metrics, data analysis, scripting/programming, SQL, Excel, VBA, Access
Preferred skills
Finance, Computer Science, Economics, or Risk Management degree; knowledge of financial market products, pricing, and Balance Sheet/Asset Liability management
Technologies
SQL, VBA, Excel, Access
Responsibilities
Develop analytical solutions and models to manage risks related to bank portfolios; monitor financial market environment and model performance; conduct enterprise-wide stress testing of Net Interest Income; design and produce regular and ad-hoc reports and dashboards; analyze data to provide insights and recommendations; ensure compliance with model risk and market risk governance.
Seniority
Mid-Senior (4-6 years experience)
