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The Liquidity Risk Manager within the Treasury Risk Management group is responsible for performing independent review and challenge of the Liquidity & Funding Workstream under the capital planning process, including CCAR/DFAST, as part of the firm-wide Capital Planning Review group’s activities.
The role requires understanding of regulatory requirements (SR 15-18), capital planning methodologies, governance and internal control processes, and experience in Treasury or Liquidity risk management. Responsible for executing independent review and challenge of Funding and Liquidity risk components for capital planning process. Completes review and challenge analysis, documents results, reports results to senior management and communicating to regulators and Internal Audit. Accountable for credible evaluation of methodologies, results, governance and processes related to capital planning and contribution to future strategy of the overall approach to capital planning review and challenge. May be involved or responsible for diverse activities as an integral member of the Liquidity Risk Management within the Treasury Risk Management.
Perform holistic independent review and challenge activities for the Liquidity & Funding Workstream.
Participate in the review and challenge processes with the Liquidity & Funding Workstream Executive Sponsor and their teams.
Analyze the workstream stress testing and projection methodologies, processes, and governance.
Review the workstream methodologies for conceptual soundness, fitness for purpose, completeness of identification of estimation approaches, completeness of identification of assumptions, limitations and weaknesses (ALWs).
Analyze the appropriateness of supporting materiality assessment, sensitivity analysis and capital impact analysis of ALWs.
Summarize the review and challenge results and support Review and Challenge Coordinator in presenting the results to the Capital Planning Review Group and the Capital Committee.
Hands on experience with capital calculation and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.
Broad understanding of Treasury or Liquidity risk management and analytics
Strong knowledge of funding capital markets products
Prior risk management experience strongly preferred, knowledge of capital planning for financial institutions and DFAST/CCAR is a plus
Excellent analytical and technical skills
Strong written and verbal communication skills
Goal driven, self starter, with excellent ability to work within a team globally
Ability to challenge business management and escalate issues when appropriate
Bachelor’s degree with strong academic record in economics, finance or other quantitative field. Master’s or higher degree is preferred.
Experience in Risk Management, Treasury, Capital Markets or other functions within a financial services sector.
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