Liquidity Management Associate

Job description

The Treasury/Chief Investment Office (T/CIO) is responsible for firm-wide asset and liability management, including management of the firm’s interest rate risk, structural foreign exchange risk, funding, liquidity risk and capital, as well as the company-sponsored retirement plan. As a Liquidity Management Associate on the Liquidity Management team, you will partner closely with other teams in T/CIO such as capital and funding teams as well as the LOB Treasury teams and Liquidity Risk Oversight. In this role, you will o versee implementation of US liquidity rules (US LCR, NSFR, STWF) and FR 2052a reporting. You will also monitor and manage firm-wide and legal entity liquidity position within target buffers. Additionally responsibilities will include liaising with US regulatory agencies on liquidity reviews, exams and regulatory meetings as well as developing, enhancing and overseeing implementation of the liquidity frameworks for internal stress. Job Responsibilities: - Develop a robust understanding of liquidity reporting and related analytics, including US LCR, FR 2052a, US NSFR and G-SIB STWF - Perform key analyses for methodology development using tools such as Excel and Tablea...