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:
- Developing, enhancing, and overseeing implementation of the liquidity frameworks for internal stress testing and recovery and resolution planning (RLAP and RLEN)
- Liaising with US regulatory agencies on liquidity reviews, exams, and regulatory meetings
- Partnering closely with other teams in T/CIO such as capital and funding teams, as well as Line of Business Treasury teams and Liquidity Risk
- Develop a robust understanding of liquidity reporting and related analytics, and oversee the implementation of US liquidity rules including US LCR, US NSFR, G-SIB STWF, and FR 2052a
- Perform key analyses for methodology development using tools such as Excel and Tableau
- Collaborate with key stakeholder groups, such as LOB Treasury teams and Liquidity Risk Management, in aggregating and analyzing daily liquidity reporting
Required Qualifications, capabilities, and skills:
- Bachelor's or Master's degree in Finance, Engineering, or similar quantitative field preferred
- Very strong quantitative and qualitative analytical skills with attention to detail
- Strong data analytics, including ability to manipulate large datasets (knowledge of Snowflake, Tableau, or similar data analytics system, is desired)
- Clear and concise written and verbal communication skills, with ability to prepare and present at the executive level
- Proficient in Microsoft Excel, PowerPoint and Word
- Focused work ethic, good business sense, strong sense of ownership, and demonstrated initiative
- An organized self-starter and quick learner with the ability to work under pressure, prioritize multiple projects, and bring projects to closure
- Ability to code in Python or R is a plus, but not required
- 3-5 years of financial industry experience. Focus on one or more of liquidity management, balance sheet, business analytics, risk management, or treasury experience is preferred