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Job Description

• The contractor analyst will be a member of the Traded Products Liquidity Management team. Their primary focus with be contributing to the process of forecasting the firm’s derivatives and trading unwind liquidity impacts in a resolution stress scenario. Specifically to this role, the responsibilities include:

o Enhance and develop liquidity stress model assumptions for stress testing

o Engage with Global Markets line of business, finance, and technology teams to enhance unwind forecasting capabilities

o Interpret liquidity regulation and ensure documentation for firms compliance with regulatory requirements are up to date

o Provide input into monthly presentations for Risk Committees, Board of Directors, Enterprise and Local Regulators

o Support other ad hoc projects within Liquidity Management

This role is focused on supporting the firm’s Global Wind-Down forecasting model used for resolution planning. There is a ton of FRB/FDIC focus on this specific capability across firms right now, and we are in middle of major initiative to enhance our model to better meet their expectations. The contractor would assist with testing new functionality as it comes online, continuing to improve efficiency of the tool, and providing cover for the one internal employee we currently have staffed. There is also a component of derivative booking policy monitoring and weekly reporting the contractor would eventually own.

Manager’s top priorities for a candidate:

1. Extreme attention to detail

2. SQL knowledge

3. Available to onboard and get up to speed quickly

4. Process/operational excellence focus

Global Wind-Down (GWD) modeling is a specialized stress-testing framework used by banks to simulate the orderly exit of trading and derivatives portfolios under extreme but plausible resolution scenarios. It is part of broader resolution planning efforts mandated by regulators to ensure that banks can be wound down without destabilizing the financial system or requiring taxpayer bailouts.

This modeling capability is especially relevant for institutions with material trading books, and it supports the development of Solvent Wind-Down (SWD) plans, which are required by entities like the Single Resolution Board (SRB) in the EU and the UK Prudential Regulation Authority (PRA).

• Portfolio Segmentation

o Banks must divide their trading activities into sub-portfolios, each with a tailored exit strategy—such as auction, novation, or contractual run-off.

• Scenario Analysis

o The model simulates various stress scenarios, estimating:

• Exit and operational costs

• Capital and liquidity impacts

• Risk-weighted asset (RWA) changes

• Market and counterparty risk reductions

• Data Granularity & Refresh Capabilities

o Institutions must demonstrate the ability to refresh balance sheet and risk data at the contract, collateral, and asset levels. This includes projecting costs and losses over the wind-down period.

• Governance & Playbook Development

o A detailed playbook outlines decision-making roles, communication protocols, and HR considerations during the wind-down.

• Regulatory Compliance

o GWD modeling supports compliance with frameworks like:

• BRRD (Bank Recovery and Resolution Directive)

• EfB (Expectations for Banks)

• SS1/22 (UK PRA Supervisory Statement

We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruiting process, please send a request to [email protected] learn more about how we collect, keep, and process your private information, please review Insight Global's Workforce Privacy Policy: https://insightglobal.com/workforce-privacy-policy/.

Skills and Requirements

• Bachelor’s degree in Business or related work experience

• SQL

• 3+ years of industry experience working with financial products (preferably in liquidity( • UAT experience

• Stress testing experience

• Prime Brokerage, derivatives or secured funding (either regulatory, reporting or business) knowledge

• Liquidity modelling experience a plus

• Working knowledge of Basel/CRR regulatory framework pertaining to liquidity issues

• Experience with automation tools