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Responsibilities:
Enhance and develop liquidity stress model assumptions for stress testing.
Engage with Global Markets line of business to understand how daily business flows will impact liquidity metrics across entities.
Strategize with business partners for opportunities to increase efficiency in managing these impacts and develop or validate liquidity stress assumptions.
Monitor and trend liquidity risks relating to business activities.
Understand correlation between business drivers and liquidity usage and build out enhanced granularity on executive reporting for global markets usage.
Analyze new business initiatives and products to assess their liquidity and funding risks.
Enhance processes to streamline reporting and build out additional analytic capabilities with leaning towards emerging technology including Alteryx and Tableau.
Perform financial analysis and financial modelling of cash and liquidity products to size liquidity required to adequately cover liquidity risks.
Utilize working knowledge of Traded products including secured funding and derivatives to understand underlying liquidity risks and assess cash flows.
Practice asset liability management including interest rate risk management and liquidity risk management and capital to ensure required regulatory rules and standards are met.
Automate manual processes that require large data sets using python code, SQL and alteryx to prepare customized reports.
Required Skills & Experience:
Bachelor's degree or equivalent in Economics, Mathematics, Finance, or related; and
5 years of progressively responsible experience in the job offered or a related finance occupation.
Must include 5 years of experience in each of the following:
Performing financial analysis and financial modelling of cash and liquidity products to size liquidity required to adequately cover liquidity risks;
Utilizing working knowledge of Traded products including secured funding and derivatives to understand underlying liquidity risks and assess cash flows;
Practicing asset liability management including interest rate risk management and liquidity risk management and capital to ensure required regulatory rules and standards are met; and,
Automating manual processes that require large data sets using python code, SQL and alteryx to prepare customized reports.
If interested apply online ator email your resume toand reference the job title of the role and requisition number.
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