Treasury VP

28th February 2019
New York, United States
Job Type


Treasury VP is responsible for:

  • Liquidity Risk Management for the bank's Secured Financing, Prime Brokerage, and Derivatives activities.
  • Model and perform liquidity stress tests for the derivatives portfolio based on idiosyncratic and market risk events; calculate liquidity buffers based on internal and regulatory stress tests.
  • Analyze stress drivers and work with Finance Desk and Execution to explore opportunities to reduce liquidity risk.
  • Interact with the Finance Desk and Sales to analyze liquidity impact of Secured Financing, Prime Brokerage and Derivative portfolios on Bank and Broker Dealer entities; Produce analytics to assist setting up and tracking liquidity limits.
  • Analyze the liquidity impact of regulatory changes including Basel III, Dodd-Frank and other new regulations to the bank and corporate chain legal entities as well as the bank's Markets business.
  • High involvement in CCAR initiatives.
  • Analyzing the impact of Basel III, Dodd-Frank Analyzing and calculating impact of SLR, LCR and NSFR in Derivatives, SFT and Prime Finance portfolios.
  • Acting as a liaison to the business and interfacing with senior managers of Treasury and Regulators in various Treasury aspects.

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