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.
For any more information please contact firstname.lastname@example.org