Liquidity Methodology and Analytics AVP

What you'll do

• Develop, maintain, and document methodologies and assumptions for internal and regulatory liquidity stress tests.
• Interpret and document reporting instructions for federal regulations including FR2052a and Regulation WW.
• Maintain the firm's comprehensive liquidity risk inventory and its interlinkages with various risk frameworks.
• Analyze internal and external data to formulate calibration proposals in partnership with data and technology teams.
• Implement approved methodologies and assumptions into the firm’s enterprise infrastructure.
• Redesign reporting and analytical capabilities for daily liquidity metrics to improve explainability.
• Manage and redesign processes related to short-term and long-term cash flow forecasting.
• Prepare responses for regulatory meetings, exams, and requests from senior management or the board of directors.

What we're looking for

• A bachelor's degree in finance, economics, business administration, accounting, computer science, or information systems is required.
• Candidates should have 4-5 years of relevant experience in treasury, risk, analytics, or model development within a bank.
• Experience with financial analytics, modeling, and quantitatively supporting management decision-making is required.
• Working knowledge of the liquidity regulatory landscape, including Reg WW, Reg YY, and RRP Guidance, is required.
• Advanced MS Office skills are required.
• Proficiency in tools such as SQL, PL/SQL, VBA, R, SAS, Spotfire, PowerBI, or Tableau is preferred.
• Experience with programming or collaborating with programmers to define implementation requirements is preferred.
• Strong written and verbal communication skills along with the ability to prepare presentations for executive management and regulators are required.