VP, Global Liquidity Stress Modeling

Nomura; New York (NY); On-site; USD 150,000 - 170,000; Full time

Job summary

Nomura is seeking a Vice President in New York to lead liquidity modeling within Group Treasury. You will oversee stress testing models for global markets and IB products, and partner with regional liquidity management to refine Funds Transfer Pricing.

Ideal candidates bring 5+ years in liquidity modeling, strong analytics, and excellent communication to influence across seniority levels in Finance and Global Markets. This is a high-impact role in a regulated, demanding environment.

Qualifications

• Min of 5 years of experience in Liquidity Modeling at a bank.
• Bachelor’s degree in economics, Mathematics, Engineering or equivalent field.
• Investment banking product knowledge and understanding of their impact on Liquidity reporting.
• Knowledge of liquidity best practices.
• Control mindset.
• Strong analytical/ numerical skills.
• Ability to influence across varying levels of seniority within Finance and the Global Markets Division.
• Impactful personality with strong interpersonal and communication skills.
• Good IT Literacy with Python/Alteryx/Tableau/Power BI experience.
• Results focused in a pressurised environment with tight deadlines.

Responsibilities

• Oversee/ Lead the development of stress testing models across global markets and investment banking products, including application of quantitative and qualitative techniques.
• Establish model performance monitoring and periodic review of stress assumptions.
• Evaluating liquidity risk through data analysis and business insights.
• New Product liquidity impact modeling and sensitivity analysis.
• Development of Funds Transfer Pricing Allocations.
• Close partnership with Global Treasury team, in particular Regional Liquidity Management and Funds Transfer Pricing team.
• Involvement in UAT and impact assessment of policy changes.

Skills

Liquidity modeling

Analytical skills

Interpersonal skills

Influence across teams

Attention to detail

Education

Bachelor's degree in Economics/Math/Engineering

Tools

Python

Alteryx

Tableau

Power BI

Excel

Job description

Nomura is seeking a Vice President in New York to lead liquidity modeling within Group Treasury. You will oversee stress testing models for global markets and IB products, and partner with regional liquidity management to refine Funds Transfer Pricing.

Ideal candidates bring 5+ years in liquidity modeling, strong analytics, and excellent communication to influence across seniority levels in Finance and Global Markets. This is a high-impact role in a regulated, demanding environment.