The Treasury/Chief Investment Office (T/CIO) is responsible for firm-wide asset and liability management, including management of the firm's interest rate risk, structural foreign exchange risk, funding, liquidity risk and capital, as well as the company-sponsored retirement plan. As a Senior Associate on the Liquidity Management team, you will work closely with other teams in T/CIO, such as capital and funding teams, as well as the LOB Treasury teams, and Liquidity Risk Management. Your Liquidity Management responsibilities include, but are not limited to:
Job Responsibilities:
- Develop, enhance, and oversee implementation of the liquidity frameworks for US regulatory reports, internal stress testing and recovery and resolution planning (RLAP and RLEN), with a focus on Banking products
- Create and maintain stress assumptions associated with Wholesale and Retail Banking products, analyzing behavior in times of stress
- Engage directly with US regulatory agencies in the course of the supervisory review process
- Develop a robust understanding of the US regulatory rules related to Deposits, Commitments and Loans, and oversee compliance with these rules and the associated interpretations
- Engage with Liquidity Policy regarding the interpretation of the FR 2052a, US LCR, US NSFR rules, and with external groups to discuss changes to regulations and advocacy efforts, as required
- Present to senior management and answer senior management queries related to Banking products within US LCR, US NSFR and ILST
- Perform key analyses for methodology development using tools such as Excel and Tableau
- Collaborate with Liquidity Risk Infrastructure and Technology teams in implementation of liquidity methodology changes
Required Qualifications, capabilities, and skills:
- 5+ years of financial industry experience. Focus on one or more of liquidity management, balance sheet, business analytics, risk management, or treasury experience is preferred.
- Strong oral and written communication skills with ability to prepare PowerPoint decks and present to large audiences at the executive level in a clear and concise manner
- Ability to work under pressure, prioritizing critical tasks across the team, and bring tasks to closure
- Proven ability to work independently, grasp concepts quickly and demonstrating the intellectual curiosity to challenge
- Strong analytical skills with attention to detail
- Proficient in Microsoft Excel, PowerPoint and Word
- Experience in Data analytics, including ability to manipulate large datasets (knowledge of Snowflake, Tableau, or similar data analytics system, is desired)
- Experience in working with technology, leading technology implementations and/or writing requirements is a plus
- Bachelor's or Master's degree in Finance, Engineering, or similar quantitative field preferred