DESCRIPTION:

Duties: Provide independent risk challenge and oversight on Treasury with a focus on liquidity risk arising from banking products (e.g. deposits). Review internal liquidity stress test assumptions for Banking products (e.g. deposits) identifying potential vulnerabilities and risks. Undertake analysis of material balance sheet changes and assess liquidity risk impacts for 4 lines of business (including CCB, AWM, CIB and CB) for banking products. Lead the process of establishing and monitoring limits, indicators, and thresholds for banking products across 4 lines of business (including CCB, AWM, CIB and CB). Develop and present (as appropriate) material for Risk Committees. Fulfil regulatory requests pertaining to liquidity risk from a second line risk management. Lead the development of liquidity risk reporting views to provide visibility and analytics into Liquidity Coverage Ratio, Net Stable Funding Ratio and internal stress liquidity impacts. Coordinate with reporting team to ensure reports are built out and delivered on time. Be involved in second line review and challenge requirements such as change management, user testing, data and controls review and other matters that impact liquidity risk for product coverage area. Perform peer comparisons and identify / highlight trends. Participate in regulatory exam reviews and address regulatory requests for own area of coverage.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Finance, Mathematics, Economics, or related field of study plus 3 years of experience in the job offered or as Liquidity Risk Officer, Financial Analyst, or related occupation. The employer will alternatively accept a Bachelor’s degree in Finance, Mathematics, Economics, or related field of study plus 5 years of experience in the job offered or as Liquidity Risk Officer, Financial Analyst, or related occupation.

Skills Required: Requires 3 years of experience with the following: Financial Modeling skills using python SQL, R, and Microsoft Excel VBA; Implementing or reviewing enhanced prudential standards (Regulation YY) and Regulation WW; Liquidity Stress Testing; Contingency Funding Plan; Monitoring and reviewing of liquidity metric; and analyzing financial statements, bank balance sheets, and regulatory reports.

Job Location: 277 Park Avenue, New York, NY 10172

Full-Time. Salary:  $150,000 - $150,000 per year.