The Liquidity Risk Infrastructure Project is a multi-year, firm-wide initiative to achieve a world class liquidity risk management capability. The project will also develop an accurate, controlled and automated set of liquidity management regulatory reporting. Our target operating model for liquidity risk management includes:
1. Liquidity regulatory reporting, both global and local
2. Management analytics (stress testing, scenario analysis, ad-hoc analysis, etc)
3. Management reporting (liquidity metrics, liquidity limits, ratios and reports, etc.)
4. Available collateral management
5. Allocation of liquidity costs (funds transfer pricing, long-term debt spread, FDIC charges, etc.)
Regulatory reporting currently covers the firm's Fed’s 5G report, the US Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR), the European Banking Authority’s (EBA) LCR, APAC Regional LCRs and internal Stress Scenario reporting. The project will be extended to cover other liquidity and related regulatory reporting. To meet these objectives, the project will create a detailed repository of liquidity data firm-wide with advanced analytical tools to enable all liquidity risk management analysis.
As an integral member of the LRI Asset Class lead team, this position will report directly to the Asset Class manager for the products that they are supporting. The role’s primary focus will be to provide support and be responsible for Securities, Secured Financing and Structured Notes. This will include, but is not limited to, root cause analysis, gathering new or modified requirements, system gap analysis, data analysis, measuring materiality, managing testing, defect reporting and resolution, stakeholder prioritization and design and implementation of operating models. In addition, the role will require extensive Line of Business, LRO, CTMO and LPRM communication and validation of any product updates.
Key Responsibilities include:
The candidate must be a self starter, able to work in a fast paced and results driven environment with minimal oversight. The candidate is required to have excellent communications skills and possess a strong sense of accountability and responsibility.
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