Liquidity and Capital modelling VP

Societe Generale

Liquidity and Capital modelling VP

Salary Not Specified

Societe Generale, City of Westminster

  • Full time
  • Permanent
  • Onsite working

Posted today, 21 Sep | Get your application in now to be one of the first to apply.

Closing date: Closing date not specified

job Ref: a0db48ad5f444073b73293a1731a5d07

Full Job Description

Monitor SG group modelling guidelines Improve the modelling methodology to meet the group guidelines, Audit recommendations, regulatory expectations and market practice. Provide and update the relevant documents related to the models. Monitor the implementation of the model in the local and group tools. Support the team in charge of the daily liquidity management in order to better anticipate the impact of the models for the different liquidity metrics. Play a key role in the capital projection by using the modelling tools. Monitor the model risk Provide Management and business partners with ad-hoc liquidity analysis and forecasts; Act as the main contact point within Finance team for question related to balance sheet modelling. Profile required Knowledge of statistical and mathematical modelling approaches - Knowledge of balance sheet management ; - Knowledge of Treasury (structure, functions, profit planning and growth) and financial product and hedging; -, Knowledge of Funding and