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

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