Liquidity Analyst- Assistant Vice President

Global Liquidity Management (GLM)

GLM is part of the Global Treasury organization with responsibility managing the firm’s liquidity risk.   A primary focus of GLM is to analyze, measure, and report on the liquidity position and liquidity risk profile in order to ensure that State Street and its international entities can meet all contractual and contingent financial obligations through typical market cycles as well as periods of stress. Through meaningful, timely, transparent, multidimensional and globally harmonized measures, GLM provides key stakeholders the necessary transparency and understanding of the liquidity position, its risks and how liquidity can be affected and influenced.

Position Description

This position will be involved in the development and ownership of the company’s Operational Deposit Model and the application of that model within multiple regulatory liquidity frameworks. The individual will also liaise with various teams responsible for producing daily metrics to ensure proper reporting to key stakeholders.  The ideal candidate will often need to respond with data-driven analyses to support attribution of liquidity model results. It is expected that this position will also need to respond to ad hoc data needs within the larger liquidity team that require prompt and accurate responses. The successful candidate will need to be proficient working with large data sets and synthesizing data into actionable information for senior management and governance committees. Prior knowledge of regulatory liquidity metrics is a plus.  .

Primary Duties and Responsibilities

• Develop and implement enhancements to financial and other quantitative models used in liquidity risk and deposit funding
• Assess the quality and risk of data, model methodologies, outputs, and processes
• Develop alternative model approaches to assess model design and advance future capabilities
• Assist in daily production of model output that is used in liquidity reporting
• Work with your manager to create summaries, presentations, and process documents to display results and trend analysis
• Partner with production and technology teams to ensure timely and quality implementation with diligent test validation.
• Perform periodic model maintenance and model validation activities
• Assess the liquidity value of various depositors as defined by the regulatory requirements
• Project liquidity impacts to the firm’s balance sheet and risk profile along with any other factors that impact regulatory requirements
• Communicate with senior management to provide updates and analysis on the liquidity position
• Respond to regulatory requests

Qualifications

• BA/BS degree in a related field (Finance, Economics, Business Administration, Accounting,)
• 3-5+ years of experience in treasury, modeling, consulting or related field
• Strong technical and quantitative skills
• Preferred skills include SQL, Python, Excel, and PowerPoint
• Ability to multi-task, manage priorities, work independently while maintaining attention to detail and meet deadlines in a demanding and deadline-oriented environment
• Ability to proactively identify and resolve issues by working with other areas of the firm including data, IT and production teams
• Experience in preparing presentations for executive management
• Must be detail-oriented, well-organized, innovative, and a self-starter and team player with a high level of initiative