Liquidity and Funding Modelling SME (LCR, NSFR, FTP)

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Liquidity and Funding Modelling SME / Specialist (LCR, NSFR, FTP) vacancy for a globally operating Zurich based company in the banking sector.Your experience/skills:University Degree in Economics, Finance, Mathematics, Statistics, Natural Sciences or a related Quantitative disciplineAt least 5 years of working experience in Liquidity, Funding Modelling and Treasury in the financial services industry and/or Investment Banking, Private Banking and Investment-banking productsSolid knowledge of local Regulatory LCR and NSFR models (e.g. BIS, FINMA, ECB, etc.)Excellent know-how of standard Liquidity plus Cash Flow Models as well as balancing sheet changes related to cash flow profiles for various business segmentsCompetency within Basel III LCR client categories as well as Financial Markets, Financial Engineering and business lines of a bank, Interest rate swaps, fx-swap, FRMM, HQLA, Senior DebtProficiency with MS Applications (e.g. Word, Excel, Access) and familiarity with database tools (e.g. SQL for Oracle DB) is a mustExperience within Retail and Corporate Banking Products: Mortgage loan, Margin (lombard) loan, savings depositsStrong analytical skills with the ability to apply quantitative techniques to solve practical problems and translate them into a consistent model frameworkLanguages: English, fluent in written and spokenYour tasks:Helping with a range of Transfer Pricing related topics, including oversighting and approving of Funds Transfer Pricing (FTP) curve settingActing as Subject Matter Expert (SME) with regards to FTP construction and analysisInterfacing with GT, Businesses, Finance, Audit, Regulators and other stakeholders with FTP SME expertiseEnhancement of the FTP curve setting processDeveloping Liquidity and Funding Risk transfer as well as modelling of loans and deposits for FTPWorking within Funding Team - including resource planning, resource optimization, Funding Management and Funding IssuanceStart: ASAP

Duration: 6 MM+

Location: Zürich, Switzerland

Ref.Nr.: BH 15662Does this spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.Going the Extra Mile.As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.New to Switzerland? In case of a successful placement, we support you with:All administrative questionsFinding an apartmentHealth - and social insuranceWork permit and much moreThank you for your interest. By applying, you give us the permission to internally store and process your data for the application process. We strictly comply with the applicable data protection laws.