Job Description

About the role

EUCT QA (Quality Assurance) Tester/ Model Development & Monitoring.The Liquidity Risk Management Group is looking for a highly motivated individual with financial services industry experience to assist in the creation, implementation, documentation, validation and defense, and on-going maintenance of complex models.

Responsibilities
The role will entail working with Liquidity product and reporting subject matter experts (SMEs) to establish an analytical approach to testing end-user computing tools (EUCTs), and to perform initial baseline testing and documentation, along with testing of incremental changes to EUCTs.

Daily work will require a combined skill set with broad and deep analytical / financial understanding as well as Excel expertise, Oracle and SQL Server SQL knowledge, and skills to set up from scratch a QA process and templates without benefit of a dedicated testing tool.

Experience with change and defect management will be important, as well as experience helping users detail analytical requirements (BA / agile product owner in a complex domain), and proficiency writing test cases / scripts, executing tests, and capturing results and defects / findings.

Part of their duties in this position will require them to interact with all business groups as well as the technical teams.

The role will be of a Business Analyst as well as a QA Tester.

Model Development & Monitoring

The job will entail providing internal support for model development and consulting on financial issues and products, specifically securities and related encumbrances, brokerage products, and securities financing transactions.

Daily work will require a combined skill set with broad and deep financial understanding as well as knowledge of SAS, relational databases like Oracle DB, SQL database language, and familiarity with Agile principles.

The selected candidate will take significant responsibility in leveraging the integrated data management platform used to house and report on liquidity data collected throughout the corporation.

Work on developing and enhancing Oracle and SAS projects to meet business requirements.Includes intensive work with:
Base SAS

SAS-CONNECT and PROC SQL use of relational databases to read model inputs and write outputs.

Oracle SQL

Support business users by writing and modifying SQL queries for ad hoc research and analysis, including urgent work to investigate discrepancies or respond to regulatory requests.

Create improvements in steps that are required to produce reports.

Analyze LRM data to identify trends and to use in making firm decisions with regard to liquidity.

Work on aspects of model building, testing, documentation, validation, and reporting, e.g.,
Development and support of model performance monitoring and model maintenance activities.

Participation on model developer team in model validation and other model risk management steps.

Management of model implementation and daily operations.

Reporting and testing for models utilizing SAS and Oracle SQL

Market Skills and Certifications :

Essential Qualifications
7 years finance experience

Broad and deep financial knowledge, including multiple products. Prefer experience in both banking and trading products.

Broad and deep skills for building and using SAS:

Base SAS

SAS-CONNECT and PROC SQL use of relational databases to read model inputs and write outputs.

Advanced SQL and Oracle SQL

Ability to manage heavy and intense work with Excel pivot tables, macros, and heavy SQL queries for pulling and analyzing the data they are working with.

Extensive knowledge of multiple dialects of SQL.

Good written and oral communication skills.

Desired Qualifications
Knowledge of statistical modeling techniques and tools, e.g., SAS, Python, and/or R.

Experience with Lua or similar languages.

Experience with numerical optimization problems and techniques, e.g., linear programming, and/or experience with discrete-time dynamic simulations.

Liquidity risk management and helpful with securities and trading products experience.
Knowledge of other banking treasury functions, such as asset-liability management including interest rate risk management.
Education: BA (Arts)
Industry: Financial Services/Stockbroking, Banking

Skills Required