Key responsibilities include:

• Lead the design and ongoing enhancement of cash flow, liquidity, and collateral forecasting frameworks, including stress testing methodologies, assumptions, and reporting metrics across consolidated and legal entity levels
• Build and maintain enterprise liquidity stress testing models, ensuring alignment with internal risk appetite and regulatory expectations
• Develop and maintain liquidity contingency planning frameworks, monitoring limits and producing reporting that supports proactive liquidity management
• Partner with Treasury, Risk, Investments, and Finance teams to monitor and optimize liquidity and collateral resources across the organization
• Support the development of integrated liquidity and capital stress testing processes
• Identify opportunities to enhance models, analytics, and operational processes, improving scalability, accuracy, and controls
• Contribute to financing and capital markets transactions, including analysis and structuring of funding arrangements with financial counterparties when required

Qualifications:

• Approximately 5+ years of experience in Treasury, Capital Markets, or a related finance function within the financial services industry
• Experience in insurance, asset management, banking, or other complex financial institutions preferred
• Understanding of financial markets, fixed income instruments, and market conventions
• Demonstrated ability to drive process improvements and implement analytical solutions in a complex environment
• Bachelor’s or Master’s degree in finance, economics, mathematics, or another quantitative discipline
• Professional certification (CFA, FRM, or similar) completed or in progress is preferred
• Strong financial modeling and analytical capabilities, with experience working with large financial datasets
• Excellent attention to detail with the ability to analyze complex financial scenarios and translate insights into actionable outcomes