Senior Liquidity Portfolio Manager
1 month ago
Corporate Transaction banking is seeking a Senior Liquidity Portfolio Manager to lead the development and implementation of liquidity strategies that drive portfolio growth while prudently and effectively managing funding risk.
The ideal candidate will have experience in banking and financial markets, with a strong background in quantitative disciplines and excellent analytical, quantitative, and problem-solving skills.
Responsibilities:
- Lead the development and implementation of liquidity strategies that drive portfolio growth while prudently and effectively managing funding risk.
- Monitor and analyze deposit betas to understand the impact on funding costs and overall balance sheet dynamics.
- Develop and maintain quantitative models to forecast liquidity outflows under various stress scenarios, providing insights and analysis to divisional leadership for decision-making.
- Monitor and analyze the portfolio's impact on liquidity risk ratios such as LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio), ensuring compliance with regulatory requirements.
- Collaborate with external partners across Treasury, Risk, and Controllers to optimize the balance sheet composition, considering liquidity requirements and profitability targets.
- Collaborate with cross-divisional teams including Sales, Product, Risk, and Marketing to align liquidity strategies with broader organizational objectives.
- Align liquidity product suite and balance sheet in accordance with the latest regulatory developments and industry best practices related to deposit risk management.
- Drive liquidity product innovation initiatives aimed at enhancing deposit product offerings for clients.
Qualifications:
- Experience in banking and financial markets required; preference for deposit pricing experience.
- 5-8 years in direct management of deposit funding or products, liquidity risk, and balance sheet inclusive of product strategy and business development.
- Outstanding background in a quantitative discipline with excellent analytical, quantitative, and problem-solving skills.
- Excellent communication skills, including experience speaking to both technical and business audiences and working globally across regions.
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