Vice President, Liquidity Stress Modeling & Treasury Analytics

The Company is seeking a Vice President to develop and enhance firmwide liquidity stress models across global markets and investment banking products. Responsibilities include applying quantitative and qualitative modeling techniques, monitoring model performance, reviewing stress assumptions, and analyzing liquidity risks and drivers. The role also involves assessing new-product impacts and sensitivities, contributing to Funds Transfer Pricing allocations, and supporting user acceptance testing and impact assessments of policy or framework changes. The successful candidate will collaborate with treasury and liquidity management partners across regions, maintain strong controls, and deliver accurate analysis on schedule. Candidates should bring strong quantitative skills and direct experience in liquidity stress modeling, treasury, or liquidity risk. They should be able to analyze complex data, assess model assumptions and performance, and evaluate liquidity impacts across multiple products. The role also calls for experience working across functions and geographies, supporting testing and policy changes, and producing reliable analytical outputs under tight deadlines.