Banking Analytics Liquidity Vice President

Are you passionate about tackling difficult questions, using data to drive insights and looking for the opportunity to support industry-leading businesses with your analysis? As a member of the Corporate and Investment Bank (CIB) Treasury (CIBT) Deposit Analytics team, you will play a role in aiding the CIB’s Liquidity management functions. You will work with our leading wholesale deposit-taking businesses, Corporate Treasury and Liquidity Risk to proactively manage the CIB's deposit analytics tasks.

As the Banking Analytics Liquidity Vice President within the CIBT, you will be responsible for managing the liquidity, balance sheet and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral and liquidity risk management capabilities of the Corporate and Investment Bank.  

CIB Treasury Deposit Analytics, a unit within CIB Treasury, is responsible for supporting the Liquidity Analytics side of the CIB’s banking book with focus on Wholesale Deposit methodology development, developing approaches to liquidity stress testing and monitoring results, supporting effective Funds Transfer Pricing, Liquidity Premium allocations, Legal Entity charge calculations and SVA return analysis, providing treasury-related guidance and support to our CIB Payments and Securities Services businesses and supporting new business product reviews and impacts to balance sheet

Job responsibilities

• Read, understand and support interpretation of regulatory liquidity (LCR, NSFR) and capital policies and be able to think clearly about and articulate the application of these rules to CIB deposit businesses 
• Work independently and collaboratively with CIB businesses and Global Treasury to support development of appropriately robust approaches to liquidity stress testing, including being able to develop, clearly document and support assumptions about deposit liquidity in stressed market conditions
• Build close partnerships with lines of business to build understanding of client-driven liquidity and balance sheet dynamics and to maintain business liquidity and capital forecasts
• Develop approaches to ad hoc issues to ensure appropriate treatment of business balances in liquidity reporting and funds transfer pricing
• Support development of quantitative analysis and tools to support business analysis 
• Support ad-hoc projects and analyses as needed by senior management or regulatory initiatives, such as
  • Working with CIB deposit businesses to ensure appropriate forecasts are proposed
  • Improve the liquidity reporting framework for the CIB, developing reports and tools to better analyze CIB balance trends and driving a culture of ongoing process improvements
  • Work both independently and collaboratively within CIB Treasury, Corporate Treasury, Risk, Quantitative Research and deposit businesses to build understanding of Liquidity models and provide CIB-specific input to modelling assumptions and model development
  • Produce timely and accurate feedback and analysis for regulatory requests, reporting on the banking balance sheet and liquidity positions and providing clear insight to explain the impacts
• Own routine BAU processes, complete ad-hoc requests, and provide support as needed to senior analytics team members 

Required qualifications, capabilities and skills

• Bachelor degree required: Finance, Economics or other quantitative fields
• Experience in financial services, with work related to deposits and liquidity
• Performing complex and quantitative analyses - strong analytical, creative thinking and problem-solving skills 
• Mathematical / statistical intuition
• Comfortable working with and interpreting data to draw conclusions
• Versatile, able to work effectively independently or as part of a team in a fast-paced and dynamic environment, able to work under pressure, rapidly prototype solutions, prioritize multiple tasks simultaneously and bring projects to completion  
• Self-starter, able to organize and execute responsibilities with limited supervision, taking ownership of tasks at hand and mobilizing others, while also knowing when to escalate and involve managers. 
• Strong interpersonal, organizational, and communications skills, including the ability to present information in a clear, concise, and effective manner to a wide variety of audiences
• Strong computer skills, particularly in Excel, PowerPoint, Word, Access

Preferred qualifications, capabilities and skills

• Working knowledge of financial analysis, liquidity risk, balance sheet analysis, regulatory requirements (US/Basel and others) and accounting concepts
• Basic Python programming experience or experience with digital accelerators (e.g., Alteryx) or a keen willingness to learn