VP - Balance Sheet Management (Quantitative research/modelling)

As the Balance Sheet Management Lead Analyst at a global banking institution, your role will involve driving sophisticated balance sheet architecture and QRM (Quantitative Risk Management) implementation initiatives. You will play a crucial part in shaping the firm's balance sheet infrastructure and decision-making processes by combining advanced modelling and optimization skills with strategic insight. This position offers exposure to senior leadership, cutting-edge treasury practices, and the transformation of the bank's financial architecture. Key Responsibilities: - Design frameworks that integrate Capital, liquidity, and funding strategies into a cohesive optimization environment. - Partner with engineers and data providers to ensure QRM is fully aligned with upstream and downstream data feeds. - Build and enhance models to simulate, stress-test, and optimize the firm's balance sheet. - Lead configuration and rollout of QRM, including product hierarchies, data models, and scenario frameworks. - Translate business requirements into modelling solutions and present results to senior stakeholders. - Ensure all models and processes meet regulatory standards and governance frameworks. - Provide technical direction and knowledge transfer to junior team members. Development Value: Must-have: - End-to-end knowledge of Capital, Liquidity, and Interest Rate Risk management. - Direct exposure to senior leadership and treasury strategy. - Advanced technical skills in optimization and Python-based modelling. Nice-to-have: - Expertise in QRM modelling, product hierarchy design, and balance sheet architecture. - Leadership experience in guiding complex projects and mentoring junior colleagues. Qualifications Required: Must-have: - Bachelors (Masters preferred) degree in Finance, Economics, Mathematics, Computer Science, Operations Research, or related field. - 8-12 years experience in treasury, ALM, balance sheet strategy, or risk modelling roles. - Proficiency in Python programming and optimization techniques. - Prior exposure to QRM or other ALM systems strongly preferred. - Strong ability to translate financial system dynamics into models and insights. - Curiosity and self-motivation to understand how banks work and solve problems from first principles. - Excellent communication and stakeholder management skills. - Solid understanding of capital, liquidity, and interest rate risk regulations. Please note that the job description does not include any additional details about the company.,