AVP US Liquidity Management

The role is focused on supporting end-to-end processes involved for liquidity management including but not limited to internal liquidity stress testing methodologies, liquidity planning and forecasting, liquidity transfer pricing, contingency funding planning, intraday liquidity management and regulatory reporting. The role involves close partnership with US businesses to explain liquidity risk drivers and movements and support issue remediation raised by second- and third-line teams.

Monitor and analyze liquidity and funding risk for the bank and broker-dealer entities; identify, quantify, and explain key drivers of change
Support liquidity methodology enhancements through data analysis, sensitivity analysis, and basic modelling to improve risk insight and MI quality
Support committee and governance materials by drafting analysis sections, exhibits, and supporting commentary for ALCO packs and other governance forums, under guidance from senior team members
Own data quality controls for assigned submissions: perform validations, investigate breaks, document root causes, and coordinate fixes with data providers/technology partners in line with regulatory rules and the control framework
Deliver accurate, timely reporting and ad hoc analysis for internal and external stakeholders, ensuring traceability and audit-ready documentation
Contribute to change delivery and automation: translate business requirements into clear user stories/requirements, support UAT, and help implement automated solutions that improve liquidity stress testing operational processes
Build working relationships across Treasury, Finance, Risk, and US businesses to enable timely data, aligned assumptions, and consistent messaging

Qualifications / experience

Solid knowledge of liquidity and funding risk measurement and management beyond “rules-only” understanding
Knowledge of liquidity risk drivers for secured financing, derivatives, prime brokerage as well as deposits and commitments
Knowledge of key liquidity measures and frameworks (e.g., Internal Liquidity Stress Testing, LCR, NSFR, FR2052a and secondary monitoring metrics), plus how balance sheet/product flows impact them
Proven experience in Treasury / Liquidity / Balance Sheet Management / Liquidity Risk (or adjacent function with strong liquidity exposure)
Experience producing liquidity MI, driver analysis, and supporting governance packs
Familiar with regulatory expectations and audit/second-line challenge; experience supporting responses and remediation tracking
Able to process high volumes of information and synthesize key themes into actionable insight
Minimum bachelor’s degree. MBA preferred. Strong work experience years with relevant experience in the field