BAF® Request: SYDNEY-635-Build a new Liquidity Model
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.
Ideally the accredited professional will 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
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
We will review all APT’s and select the best 3. The client will then conduct interviews.
To apply for this BAF® Please log into the link below to apply online to ICGs new Application Tracking Software (ATS) and confirm that you are available (or will make yourself available) for interviews at the client’s discretion.
If you are aware of suitable candidates for the role that might not already be ICG Accredited Professionals, please forward this email to them and ask them to review our website.