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Job Ref: 14907
Salary: $42000 – $150000
VP Treasury Balance Sheet Management bilingual Mandarin
located onsite in Manhattan
Salary range is $42k-150k depending on skills and experience
Qualifications:
- Bachelor’s degree is required, Master’s Degree is preferred
- 7+ years of work experience in financial data analysis and/or modelling
- 2+ years of work experience in liquidity risk management and/or asset liability management
- Knowledge of financial products and regulatory requirements on EPS, LCR rules, NSFR, etc. is plus
- Skills in statistical tools such as Excel, VBA or SQL is preferred
- Bilingual capability in Mandarin is preferred
- CFA/CPA is a plus
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Responsibilities:
Liquidity Risk management -Understand and keep current on the liquidity risk stress testing regulations and requirement, particularly EPS tailoring rules
- Maintain liquidity risk stress testing models, templates, process and procedures, improve and refine existing assumptions, methodology, automation, and documentation
- Recalibrate LST all assumptions and process back-testing annually
- Responsible for the timeliness and accuracy of the daily LST
- Monitor liquidity buffer, promptly analyze the change and recommend the actions on Liquidity KRIs improvement
- Coordinate with FLUs on liquidity weekly forecasts.
- Prepare month-end liquidity risk stress testing results and timely report to business units and senior management
- Produce weekly/monthly liquidity risk 3-in-1 report, business forecast report, etc. timely and ensure the accuracy. Analyze the change and key factors. Report the conclusion to senior management
- Respond to requests and questions from internal/external auditing, model validation, and U.S. regulatory supervise teams
- Work closely with 2nd line and 3rd line for annual liquidity model and assumption review
- Responsible for the weekly and monthly forecast, monitoring, analysis and reporting of 13 liquidity KRIs
- Communicate with FLUs and provide guidance on loan and deposit growth
- Coordinate cash flow projection in CFP testing
- Perform quantitative analysis on variance and forecasting on balance sheet
- Assist other team members regarding data source tracking, and reconciliation
- Provide data analysis and summarization for different spreadsheet reporting
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