AVP, Liquidity Risk Analytics

Full Time

Brief Description:

Summary: The Liquidity Risk Management function of the bank is responsible for reporting on liquidity and funding risks that affect the entities within the Operations of the bank, as well as ensuring compliance with Enhanced Prudential Standards (EPS) liquidity requirements for Foreign Bank Organizations (FBOs). The candidate will become a core member of the the Liquidity Risk Management team and will conduct liquidity risk analysis, as well as update policies, procedures, and other tools to monitor liquidity risk. The candidate should be comfortable with interacting with senior management across various legal entities, business lines, and functions.

Job Function:

  • Compile a suite of daily and monthly liquidity risk related reports for bank Operations, with a key focus, as well as broker dealer and derivative swap dealer entities (MSUSA/MCM).
  • Monitor liquidity risk and ensure adherence to the liquidity reporting framework by measuring daily activity versus established liquidity risk limits. Scope includes Liquidity Stress Testing and monitoring of Funding Concentrations and Early Warning Indicators.
  • Consolidate the liquidity risk reporting of each subsidiary and branch into cohesive MI packages for senior management, including consolidating presentations for a biweekly Liquidity Risk Working Group, a monthly Financial Risk Committee, and a quarterly Board Risk Committee.
  • Liaise with groups such as Audit, Data Management, Finance, Treasury, and I.T. to ensure end-to-end completeness as it relates to Liquidity Risk reporting.
  • Assist with other team initiatives such as automation/enhancement of current reporting suite, refresh of Liquidity Stress Testing assumptions, etc.
  • Update liquidity risk policies and procedures periodically and as needed


  • 4 – 6 years working in an analytical role for a diversified financial institution; experience in a Treasury department or Liquidity Risk function would be ideal.
  • High comfort level with working with data and spreadsheets (e.g. pivot tables and vlookups); experience with VBA and macros also beneficial
  • Ability to quickly absorb financial concepts and apply them to real world situations
  • Good communication skills, both written and oral
  • Familiarity with BIS and US liquidity risk concepts including:

o Regulation YY – Enhanced Prudential Standards for Foreign Banking

o Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)

  • Ability to quickly absorb financial concepts and apply them to real world situations
  • Familiarity with financial statement analysis of banks
  • High degree of flexibility and adaptability
  • Bachelor’s degree required; finance or accounting degree preferred.
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