CIT is a leading national bank focused on empowering businesses and personal savers with the financial agility to navigate their goals. CIT Group Inc. (NYSE: CIT) is a financial holding company with over a century of experience and operates a principal bank subsidiary, CIT Bank, N.A. (Member FDIC, Equal Housing Lender). The company's commercial banking segment includes commercial financing, community association banking, middle market banking, equipment and vendor financing, factoring, railcar financing, treasury and payments services, and capital markets and asset management. CIT's consumer banking segment includes a national direct bank and regional branch network. Discover more at cit.com/about.
The VP, Quantitative Liquidity Modeling will be responsible for all the Bank’s internal liquidity stress-testing activities in accordance regulatory expectations and requirements for a Category IV institution. This position will take the lead role in the ongoing development and support of methodologies, updates, and support for key assumptions, and/or input parameters (including the development and maintenance of supporting documentation). This position will also lead methodology development of liquidity related charges associated with the Bank's funds transfer pricing activities.