Liquidity Stress Modeling Specialist - Vice President
Listed on 2026-07-08
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Finance & Banking
Risk Manager/Analyst, Financial Compliance, Financial Analyst
Position
Vice President – Group Treasury, Finance – New York
Base Pay: $150,000–$170,000 per year (see footnote for additional compensation and benefits).
Department OverviewThe Treasury function within Nomura’s Finance division is responsible for unsecured funding, liquidity management, and funds transfer pricing across global offices.
Role DescriptionThe Liquidity Stress Modeling team applies the global liquidity management framework to determine the firm’s Funding Plan and Funds Transfer Pricing policy.
Role Responsibilities- Oversee or lead the development of stress‑testing models across global markets and investment banking products, applying quantitative and qualitative techniques.
- Establish model performance monitoring and conduct periodic reviews of stress assumptions.
- Evaluate liquidity risk through data analysis and business insights.
- Conduct new product liquidity impact modeling and sensitivity analysis.
- Develop Funds Transfer Pricing allocations.
- Partner closely with the Global Treasury team, especially Regional Liquidity Management and Funds Transfer Pricing.
- Participate in UAT and assess the impact of policy changes.
- Minimum of 5 years of experience in liquidity modeling at a bank.
- Bachelor’s degree in economics, mathematics, engineering, or an equivalent field.
- Knowledge of investment banking products and their impact on liquidity reporting.
- Familiarity with liquidity best practices.
- Control mindset.
- Strong analytical and quantitative skills.
- Ability to influence stakeholders across varying seniority levels within Finance and the Global Markets Division.
- Effective interpersonal and communication skills.
- Proficiency in IT, especially Excel, data analysis, and tools/programming languages such as Python, Alteryx, Tableau, and Power BI.
- Results‑focused in a pressured environment with tight deadlines.
- Identify underlying causes of problems and define a clear vision and direction.
- Evaluate all options for problem resolution and prioritize actions or recommendations effectively.
- Communicate ideas effectively to motivate team members and enhance productivity.
- Engage in professional development and promote knowledge sharing to improve team productivity.
- Foster a culture of inclusion, psychological safety, and a risk culture that encourages challenge, escalation, and respect.
* Base pay offered may vary depending on factors such as market location, corporate and functional title, duties, job‑related knowledge, and advanced degrees. The total compensation package may also include a sign‑on bonus, restricted stock units, discretionary awards, medical benefits, a 401(k) plan, and paid time off such as vacation, sick time, and parental leave. Details of participation in benefit plans will be provided upon offer.
Nomura is an Equal Opportunity Employer.
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