Commercial & Investment Bank Treasury Banking Analytics Liquidity Vice President

The Corporate & Investment Bank Treasury department is a critical function within CIB Finance and Business Management. It is responsible for managing the liquidity, balance sheet and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral and liquidity risk management capabilities of the Corporate and Investment Bank.

As the Banking Analytics Liquidity Vice Presidents supporting the Commercial & Investment Bank Treasury team, you will be responsible for supporting the Liquidity Analytics side of the CIB’s banking book with focus on Wholesale Deposit methodology development, developing approaches to liquidity stress testing and monitoring results, supporting effective Funds Transfer Pricing, Liquidity Premium allocations, Legal Entity charge calculations and SVA return analysis, providing treasury-related guidance and support to our CIB Global Payments and Securities Services businesses, and supporting new business product reviews and impacts to balance sheet.

Job responsibilities

• Read, understand and support interpretation of regulatory liquidity (LCR, NSFR) and capital policies and be able to think clearly about and articulate the application of these rules to CIB deposit businesses
• Work independently and collaboratively with CIB businesses and Global Treasury to support development of appropriately robust approaches to liquidity stress testing, including being able to develop, clearly document and support assumptions about deposit liquidity in stressed market conditions
• Build close partnerships with lines of business to build understanding of client-driven liquidity and balance sheet dynamics and to maintain business liquidity and capital forecasts
• Develop approaches to ad hoc issues to ensure appropriate treatment of business balances in liquidity reporting and funds transfer pricing
• Support development of quantitative analysis and tools to support business analysis

Support ad-hoc projects and analyses as needed by senior management or regulatory initiatives, such as

Required qualifications, capabilities and skills

Preferred qualifications, capabilities and skills

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