What are the responsibilities and job description for the Senior Liquidity Analyst, Assistant Vice President position at State Street?
Locations :
If you want to know about the requirements for this role, read on for all the relevant information.
Stamford CT, Clifton NJ, Boston MA
What you will be responsible for :
- Perform data and segmentation analysis on deposit data to capture differences in withdrawal risks based on client attributes and business activities.
- Familiar with regulatory terminology and industry practices in internal liquidity stress testing (ILST) such as Reg YY, regulated vs unregulated deposits, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), highly liquid assets (HLA), and keep abreast of recent developments in academic research, industry practice and regulatory expectations pertaining to deposit modeling, asset liability management and liquidity risk management.
- Research and analyze industry practices and external data, collaborate with internal key stakeholders and external consultants on segmentation and modeling strategies.
- Work with model owners and internal stakeholders to test and verify key model assumptions.
- Review and enhance methodologies including assumptions, segmentation and modeling choices in line with firm’s model risk management (MRM) guidelines.
- Review model outputs with properly justified opinions and judgments to capture forward-looking outlook.
- Participate in internal working groups and committee meetings for model development, implementation and reporting.
- Draft business requirements and implement internally developed models on risk analytical library platform.
- Streamline the existing modeling and analytical processes and improve execution efficiency to meet business needs.
- Partner with the three lines of defense functions, such as model risk management, global treasury risk management (GTRM), and Corporate Audit to ensure appropriate governance and control infrastructure for scenario design and generation.
- Prepare and present reports to model risk management and senior management.
What we value :
Education & Preferred Qualifications :
Salary Range :
90,000 - $142,500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
Job Application Disclosure :
It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.
State Street's Speak Up Line
J-18808-Ljbffr
Salary : $90,000 - $142,500
