Liquidity Risk Reporting Manager Jobs

Collaborate closely with cross-functional business partners, including Treasury and Balance Sheet Management, Front Office, and Internal and External Auditors.

Strong grasp of internal control orientation and significant experience in managing complex programs/projects.

Monitor and escalate the bank's non-trading market risk positions, contributing to the design and implementation of the firm's risk appetite.

Non-Trading Market Risk and Liquidity Risk

Bachelor's degree required; advanced degree preferred.

Robust internal control orientation and understanding of large-scale, complex program/project implementation.

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.

Negotiates terms under which credit/cash management services will be extended, including costs, repayment method, collateral requirements.

If a Credit Qualifiable job, Credit Qualifications and associated credit knowledge and skills according to the established qualification standards.

Deep knowledge and technical proficiency gained through extensive education and business experience.

May advise business clients on cash management/deposits solutions.

Advises clients, where possible, on business management and other financial matters.

May include focused calling and pipeline management activities.

· 5+ years of banking experience

· Bachelors or master’s degree. Business, Finance or Computer Science preferred

· Strong knowledge of python required

Develop, measure and report stress tests and scenario analyses to evaluate the resilience of the firms US’ liquidity risk positions.

Independently and effectively challenge the first line of defense on firms US’ interest rate risk and liquidity risk positions.

Wholesale Banking - Liquidity & IRR VP

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

Required Qualifications, Skills And Capabilities

Additional Skills, Experience And Qualifications

A developed leadership presence capable of effective messaging to colleagues, regulators and management alike.

Provide support to both manager and junior team members in delivering results in the monitoring and reporting processes

Bachelor's degree in Finance, Accounting, or other relevant discipline

4-5 years of experience in risk and/or financial reporting

Good presentation and communication skills, both written and oral. Ability to communicate effectively on abstract risk management concepts.

Respond to ad hoc liquidity reporting requests posed by senior management in the US and Head Office (HO) in Japan.

5 to 8 years’ experience in an analytical role in a Treasury department or Liquidity Risk function.

Experience with broker dealer or trading entities is a plus.

Bachelor’s degree required; finance or accounting degree preferred.

Assist with other team initiatives such as automation/enhancement of current reporting suite, refresh of Liquidity Stress Testing assumptions, etc.

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.

Coordinate and communicate with key stakeholders across the department on the production of committee decks for senior management

Manage ad-hoc requests from senior management to ensure timely and accurate responses

0-2 years’ of professional work experience

Ensure formatting of materials from all stakeholders are consistent and up to standard

Continuously review deck to ensure appropriate information is flowing through each respective committee

Review and prepare responses to requests from regulators and internal auditors

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.

Monitor and manage intraday cash and liquidity needs of MSIM liquidity funds

Develop and maintain strong relationships with brokers, portfolio managers, and traders

Effectively manage repo counterparty trading execution and Documentation

Three to five years of general fixed income/money market experience

Experience with executing money market transactions

Solid functioning knowledge of the banking system as it relates to money markets

0-2 years of experience in risk management, compliance, or audit functions; liquidity/treasury risk or model governance experience preferred.

Required qualifications, capabilities, and skills:

Perform routine QA check to ensure firm's existing liquidity risk management practice adherence to liquidity risk policies and procedures.

Assist with LRM's independent review of liquidity management process.

Assist with ongoing liquidity management qualitative models governance.

Assist with management and coordination of other firmwide deliverables related to liquidity risk.

Manage the preparation and production of regular and time-sensitive analytics, visualizations, and reports to risk managers, senior management, and regulators

Production of ad-hoc analysis and reporting materials and present to senior management

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

Define and document business requirements for enhancement of key risk indicators.

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

Strong technical and analytical skills.