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Tier-1 brand, metro location, mid-level experience but niche liquidity expertise reduces applicant density.
Role requires specialized liquidity risk, ALM and regulatory knowledge, limiting cross-industry transferability.
Explicit 4+ years liquidity risk/ALM requirement plus mandatory PowerBi and domain expertise increases strictness.
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Develop and produce liquidity reporting that satisfies global regulatory requirements and internal Committee expectations.
Own monthly production of internal liquidity stress testing results, including driver analysis and forward-looking balance sheet impacts.
Collaborate with global partners to enhance internal liquidity stress testing assumptions and reporting for local jurisdictions.
4+ years of liquidity risk management experience in financial institution, regulator agency, or consulting firm preferred.
Proficiency with PowerBi or similar business intelligence tools and Microsoft Excel and PowerPoint.
Graduation or higher degree in Accounting, Finance, Economics, Statistics, Math, Engineering or other quantitative field preferred.
Familiarity with Asset Liability Management, Liquidity Risk Management, and Funds Transfer Pricing is required.
Experience working with Treasury, Risk Management, and Finance IT partners to develop liquidity stress testing reporting.
Knowledge of global liquidity regulatory requirements and risk framework design to support sound liquidity risk stress measurement.
Ability to conduct ad-hoc analysis to support senior management decision-making on product pricing, balance sheet optimization, and investment selection.