Executive Director- Liquidity Stress Testing
We are working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London.
We are working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London.
Key responsibilities:
Strategic framework and methodology
Own the design and maintenance of liquidity stress testing methodologies covering LCR, NSFR, internal management stresses and recovery / resolution scenarios.
Ensure alignment between stress testing frameworks, regulatory expectations and business risk appetite.
Model development and governance
Oversee the build, enhancement and implementation of liquidity stress models across asset classes and legal entities.
Lead model validation, performance monitoring, benchmarking and back-testing activities.
Team leadership and business partnership
Lead and develop a global team of approximately seven specialists across London, New York and Mumbai.
Promote cross-regional collaboration, knowledge sharing and consistent methodology.
We are keen to speak with candidates who can demonstrate:
Deep experience in liquidity risk management at major financial institutions, including hands-on work with stress testing, modelling and regulatory frameworks such as LCR, NSFR and ILAAP.
Strong familiarity with Global Markets products and their liquidity characteristics, as well as Funds Transfer Pricing mechanisms.
Advanced capability in model development, validation, governance, back-testing, statistical modelling and scenario analysis, ideally applied to large, complex datasets.
Confident use of Python, SQL and R, together with modern analytics and visualisation tools (for example Tableau, Power BI, Alteryx), sufficient to lead and challenge modelling teams.
Proven track record of leading high-performing teams across multiple geographies, delivering strategic change in complex organisations.
If you meet the above set criteria, please apply or send a copy of your CV to
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