Liquidity Data Analyst Jobs

Ensures that each product can be effectively marketed and meets all compliance/risk management requirements.

Minimum of 5 years of work experience in product development or product management.

Manages existing product portfolio to ensure the Bank continues to deliver on expectations throughout customer lifecycle; provides continual value to clients.

Minimum of 10 years of work experience in commercial banking.

Experience in a B2B industry preferred.

Experience building and implementing new banking products and solutions.

Knowledge of key asset liability management principles.

Support relationships with finance and treasury teams on various liquidity transfer pricing related matters.

Support Plan and CCAR and forecasts cycle requirements (QMMF/Outlook) relating to liquidity transfer pricing including business analysis and data validation.

BS degree in Finance, Economics, Business, Engineering or related fields.

General knowledge of Liquidity metrics including LCR, NSFR, RLAP/TLST, NSFR, TLAC, and GSIB surcharges, etc.

Strong technical (systems) and control environment evaluation skills.

Five or more plus years of experience in financial risk management

Considerable knowledge of applicable laws, regulations, financial services, and regulatory trends related to liquidity risk or interest rate risk management

Strong process facilitation, project management, and analytical skills

Partners with Corporate Treasury and second line risk management to promote an effective risk management framework.

Bachelor's degree, or equivalent work experience

Typically more than eight years of applicable experience

Relevant experience with advanced liquidity risk management, banking, capital markets, and enhanced prudential standards for large financial institutions is required

Serve as the lead subject matter expert on ILST assumptions, scenarios, and risk management.

Assist in liquidity risk analyses and recommendations to support development of Liquidity Measurement & Management, and Contingency Planning strategies.

Ability to create professional PowerPoint decks to be presented to Senior Management.

Develop: Grow your skills and career through our best-in-class onboarding experience, ongoing learning opportunities, individual development planning, and comprehensive product training.

Support the implementation of effective process and control, in accordance to internal and external quality standards and requirements for liquidity reporting.

Minimum 1+ years of experience in large or growing Financial Institutions with specific experience in liquidity risk management

Advanced skills in Excel; Knowledge of Python or other program language is a plus

Master’s degree in Finance, Engineering, Math, Economics or similar field

Experience with data analysis and data interpretation, including experience with very large data set

Knowledge of regulatory rules (LCR, NSFR, Enhanced Prudential Standards, Liquidity Stress Testing), is highly preferred

Individual should be results oriented, must have attention to details, be a team player, excellent presentation, and written communication skills

Manage and participate in workshops to flesh out and problem solve certain requirements, defects, or questions.

5+ years of experience in a similar BA role – reviewing, updating, and otherwise documenting requirements

Understanding of the Federal Reserve’s FR 2052a rules and to reflect changes in the business requirements documents.

Experience with FR 2052a – demonstrated in related project work

5+ years of experience doing User Acceptance Testing

Experience with capital markets and liquidity with a thorough understanding of liquidity concepts and financial instruments

Strong understanding of investment management products and services

Required Skills, Qualifications and Attributes:

Interacting daily with Portfolio Managers, Traders, Strategists and Client Advisors (Sales)

Knowledge of economics and fixed income markets are a plus

Excellent responsiveness and problem-solving skills

Adaptable, innovative and results oriented, with excellent teamwork skills

BA with experience as a technical writer and data sourcing for 10+ years.

General knowledge and understanding of ALM concepts and Liquidity stress testing

Familiarity with Regulation YY of Dodd-Frank w/rt Enhanced Prudential Standards for Foreign Banks operating in the US

Familiarity with funding model concepts (e.g bank vs broker dealer) and also concepts of trapped liquidity

Understanding of Liquidity Coverage Ratio (LCR) a plus

Preparation and production of regular and time-sensitive analytics, visualizations, and reports to risk managers, senior management, and regulators.

Strong understanding of liquidity risk, balance sheet management, and data analytics.

Relevant experience in the financial services industry particularly in fixed income, capital markets, and banking products.

Strong technical and analytical skills.

Ability for strategic problem solving, attention to detail, and the capability to manage effectively against deadlines

Production of ad-hoc analysis and reporting materials.

Demonstrated experience and understanding of financial markets and banking system, bank and broker dealer funding products, and liquidity risk management.

Present examination results to supervised institutions, Federal Reserve management, staff, and other supervisory authorities.

Develop a detailed understanding of the LISCC firms’ relevant liquidity risk management practices, including stress testing.

3-9+ years’ experience in one or more of the following areas: corporate treasury, liquidity, or relevant fields

Bachelor’s degree or equivalent related work experience

Commissioned examiner and/or Examiner-in-Charge experience highly preferred

Strong project management, presentation, and communication skills.

The ideal candidate will have Liquidity data/FR 2052 experience

7+ years of related experience.

Ability to manage multiple deliverables simultaneously and plan / prioritize appropriately.

Background in data analytics and governance with knowledge of industry best practice a plus.

Understanding of FR 2052a liquidity reporting as well as internal and regulatory liquidity stress metrics.