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APPLICATIONS CLOSED-BAF® Request: SYDNEY-635-Build a new Liquidity Model

Internal Consulting Group
Sydney, FL Full Time
POSTED ON 7/13/2024 CLOSED ON 8/12/2024

What are the responsibilities and job description for the APPLICATIONS CLOSED-BAF® Request: SYDNEY-635-Build a new Liquidity Model position at Internal Consulting Group?

Client


A new ICG insurance client is seeking to build a new liquidity model in accordance with the Bank Of England’s Prudential Regulation Authorities guidelines. They are seeking an experienced Bank liquidity risk modeller as the underlying technical requirements are very similar.

The project is expected to take 3-4 months depending on the level of experience of the successful professional. The role will report to the head of risk and will receive appropriate supervision.

Role

Ideally, the candidates should have:
  • 5 years’experience in a wide variety of liquidity risk analysis roles 
  • Strong project management skills
  • Deep experience building liquidity risk models
Candidates must also be able to:
  • Hit the ground running
  • Demonstrate broad understanding of liquidity risk modelling and liquidity risk model design trade-offs
  • Manage and coordinate contributions from internal stakeholders
  • Build valid and reliable models
The candidate will report to a very senior risk executive who will provide on-going guidance and quality assurance of outputs.

Logistics, Location & Rate

Logistics: Full time for 3-4 months. Starting immediately

Location: Sydney

Interstate candidates will be considered. Travel and accommodation costs will be negotiated on a case by case basis.

Rates: Bank liquidity risk modeller -$1,500 gross per day.

Close Date -Thursday 9th May,  3pm AEST 


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