VP – Liquidity Stress Modeling & Treasury Analytics

Madison-Davis, LLC; New York (NY); Hybrid; USD 150,000 - 170,000; Full time

Job summary

Madison-Davis, LLC is seeking a Vice President for Liquidity Stress Modeling and Treasury Analytics in New York, NY. This hybrid role focuses on enhancing liquidity stress models across global markets. The ideal candidate will possess a strong quantitative finance background and direct stress modeling experience.

This position offers a salary range of $150k to $170k plus a bonus, and a collaborative work environment with cross-functional exposure to treasury and liquidity risk.

Qualifications

• Strong quantitative background in finance or a related field.
• Experience in liquidity stress modeling and risk assessment.
• Ability to work collaboratively in a high-accountability environment.

Responsibilities

• Lead the development of liquidity stress testing models.
• Establish performance monitoring frameworks.
• Evaluate liquidity risk through data analysis.
• Contribute to Funds Transfer Pricing allocations.
• Support UAT processes for policy changes.

Skills

Quantitative modeling

Liquidity risk assessment

Data analysis

Cross-functional collaboration

Job description

Title: VP – Liquidity Stress Modeling & Treasury Analytics

Office Status: Hybrid – New York, NY

Base Salary: $150k – $170k + Bonus

Overview

This Vice President opportunity sits within the Group Treasury function of a leading global financial institution, focused on the development and enhancement of firmwide liquidity stress models across global markets and investment banking products. The role sits within a globally integrated Liquidity Stress Modeling team, working closely with Regional Liquidity Management, Funds Transfer Pricing, and business partners across multiple geographies to ensure the firm's liquidity framework accurately reflects risk across a complex, multi-product balance sheet. It's an ideal fit for a quantitatively strong treasury or liquidity risk professional with direct stress modeling experience who thrives in a collaborative, high-accountability environment with meaningful cross-functional exposure.

Key Responsibilities

• Lead and support the development and enhancement of liquidity stress testing models across global markets and investment banking products, applying both quantitative and qualitative modeling techniques
• Establish and maintain model performance monitoring frameworks and conduct periodic reviews of stress assumptions to ensure ongoing accuracy and relevance
• Evaluate liquidity risk through data analysis and business insights; perform new product liquidity impact modeling and sensitivity analysis
• Contribute to the development and refinement of Funds Transfer Pricing allocations in partnership with the FTP team
• Partner closely with the Global Treasury team including Regional Liquidity Management and Funds Transfer Pricing functions across international offices
• Support UAT processes and perform impact assessments of policy and framework changes
• Analyze liquidity risk drivers across investment banking products and assess their impact on the firm's liquidity reporting and stress position
• Contribute to a strong control mindset across all modeling and analytical outputs; ensure results are delivered accurately and on time under tight deadlines