Liquidity and Capital modelling VP

Posted 5 hours 59 minutes ago by SGS Société Générale de Surveillance SA

Permanent
Not Specified
Other
London, United Kingdom
Job Description
Responsibilities
  1. Monitor SG group modelling guidelines.
  2. Improve the modelling methodology to meet the group guidelines, audit recommendations, regulatory expectations, and market practice.
  3. Provide and update the relevant documents related to the models.
  4. Monitor the implementation of the model in the local and group tools.
  5. Support the team in charge of the daily liquidity management to better anticipate the impact of the models for the different liquidity metrics.
  6. Play a key role in the capital projection by using the modelling tools.
  7. Monitor the model risk.
  8. Provide management and business partners with ad-hoc liquidity analysis and forecasts.
  9. Act as the main contact point within the Finance team for questions related to balance sheet modelling.
Profile Required
  1. Knowledge of statistical and mathematical modelling approaches.
  2. Knowledge of balance sheet management.
  3. Knowledge of Treasury (structure, functions, profit planning, and growth) and financial products and hedging.
  4. Knowledge of funding and capital management.
  5. Knowledge of interest rate risk and liquidity risk management.
  6. Sound numerical ability skills.
  7. Analytical skills.
Why Join Us

People join for the impact they can have on us. They stay for the impact we have on them. A flatter structure offers visibility and exposure beyond that of our competitors, so you know our names, and we know yours. It's personable, human, and inspires success through passion. By encouraging open-mindedness and a willingness to share ideas, we have adapted to market changes and thrived through innovation. Bringing words like "hard work" and "dedication" together with "community" and "respect" has enabled us to work collaboratively and build our future together. We call this Team Spirit and it's what makes us different. It's what makes you different.

Business Insight

If you feel you have the required experience and qualifications, then please apply to the SG Resourcing Team, and we will manage your application. At Société Générale, we believe our people are our strength and are core to the success of our business. As such, we search for, recruit, and appoint the best available person on the basis of aptitude and ability, regardless of sex, marital or civil partnership status, race, colour, nationality, ethnic or national origins, pregnancy, disability, age, sexual orientation, religion, belief or gender identity.