Manager, Liquidity Risk Measurement
Core
Lead liquidity metrics production, conduct treasury analysis and forecasting, and support regulatory compliance and management decision-making for consolidated liquidity position.
Role type
Manager, Liquidity Risk Measurement
Builds
Monthly liquidity metrics reports, liquidity forecasts, and analytical summaries for management and business partners.
Domain
Banking / Financial Services / Liquidity Risk Management
Deliverable
dashboards & analysis
Required skills
Financial and regulatory reporting, Bank balance sheet analysis, VBA, SQL (joins, select), Data validation, Regulatory compliance monitoring, Process improvement design
Preferred skills
CPA or CFA designation, Risk management tools knowledge, Basel III framework knowledge
Technologies
VBA, SQL
Responsibilities
Prepare monthly liquidity metrics reports including Liquidity Coverage Ratio; Analyze short-term and long-term balance sheet dynamics; Liaise with internal partners to explain liquidity metrics drivers; Ensure liquidity metric calculations comply with governance framework; Monitor regulatory changes to LCR calculations; Design and improve existing controls for liquidity measurement.
Seniority
Manager, hands-on IC with team coordination
