Prime Brokerage Liquidity Stress Modelling Specialist

A leading global financial institution is seeking a Prime Brokerage Liquidity Stress Modelling Specialist to join their London-based Finance division. This is an exceptional opportunity for you to play a pivotal role in shaping the liquidity management framework that underpins the organisation’s funding strategy and risk management across international markets. You will be part of a highly collaborative team, working closely with colleagues in Treasury and Global Markets.

What you'll do:

• Oversee the development and enhancement of stress testing models for Prime Brokerage and Secured Financing products by applying both quantitative and qualitative techniques to ensure robust risk assessment.
• Establish comprehensive model performance monitoring systems and conduct periodic reviews of stress assumptions to maintain accuracy and relevance in changing market conditions.
• Evaluate liquidity risk through detailed data analysis and business insights, providing actionable recommendations that support strategic decision-making within the Finance division.
• Model the liquidity impact of new products by conducting sensitivity analyses that inform policy changes and funding strategies across global markets.
• Collaborate closely with the Global Treasury team, particularly Regional Liquidity Management and Funds Transfer Pricing teams, to ensure alignment on liquidity metrics and regulatory requirements.
• Support regulatory compliance efforts by ensuring all liquidity reporting is complete, accurate, timely, and adheres to best practices within the industry.
• Design, implement, and maintain control frameworks for regulatory reporting governance, escalation procedures, and model back-testing activities.

What you bring:

• Direct experience in liquidity modelling specifically related to Prime Brokerage or Secured Financing products is required; alternatively, prior work within Prime Brokerage business will be considered highly valuable.
• Bachelor’s degree in Economics, Mathematics, Engineering or an equivalent field is essential for demonstrating foundational knowledge relevant to this specialist role.
• Comprehensive understanding of investment banking products coupled with insight into how these instruments impact liquidity reporting processes is necessary for effective model development.
• Advanced IT literacy—including strong Excel capabilities—and hands-on experience with programming languages such as Python, Alteryx, Tableau or Power BI are crucial for efficient data analysis and model implementation.

Apply today by clicking on the link provided.

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