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The Liquidity Risk Senior Manager within the Treasury Risk Management group is responsible for leading and coordinating independent review and challenge of the Liquidity & Funding Workstream under the capital planning process, including CCAR/DFAST, as part of firm-wide Capital Planning Review group's activities.
The role requires thorough 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 team within the Treasury Risk Management.
Coordinate and Lead 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.
Apply subject matter expertise to the individual workstream and holistic capital planning process. Required expertise include combinations of risk management, stress testing and capital forecasting.
Hands on experience with capital calculation and capital planning in line with regulatory frameworks including Basel III advanced approaches and SR 15-18.
Deep understanding of risk management processes
Strong knowledge of funding and capital markets products across assets classes
Prior risk management experience strongly preferred, knowledge of capital planning for financial institutions and DFAST/CCAR is a plus
Excellent analytical and technical skills
Ability to conduct independent quantitative analysis.
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
Master’s or higher degree with strong academic record in economics, finance or other quantitative field (e.g. mathematics, physics, statistics, etc.).
Experience in Risk Management, Treasury, Capital Markets or other functions within a financial services sector.
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