Treasury Intraday Liquidity Management (Forecasting and Analytics) – Vice President
Updated: July 06
New York
86.5
7.5mi
Job Abstract
Treasury and Chief Investment Office is responsible for firm-wide asset and liability management. Members of Treasury and Chief Investment Office are uniquely positioned to influence the operations of the entire firm by managing its aggregate market exposure, deploying its capital, and designing and executing its liquidity and funding strategies. Treasury and Chief Investment Office operates funding teams across three regions, North America, EMEA and Asia that in coordination manage the firm’s d... more details
Treasury and Chief Investment Office is responsible for firm-wide asset and liability management. Members of Treasury and Chief Investment Office are uniquely positioned to influence the operations of the entire firm by managing its aggregate market exposure, deploying its capital, and designing and executing its liquidity and funding strategies. Treasury and Chief Investment Office operates funding teams across three regions, North America, EMEA and Asia that in coordination manage the firm’s daily and intraday funding requirements and contribute to the execution of transactions supporting liquidity risk management.
As a Vice President in the Treasury Intraday Liquidity Management (Forecasting and Analytics) team, you will be at the forefront of managing firm-wide asset and liability. You will have the opportunity to influence the operations of the entire firm by managing its aggregate market exposure, deploying its capital, and designing and executing its liquidity and funding strategies. You will primarily lead efforts related to intraday liquidity forecasts and analytics by leveraging and developing AI/ML tools. This role provides a unique opportunity to become a subject matter expert in intraday liquidity management, collaborate with various teams, and contribute to key industry discussions.
Job responsibilities:
Using Python and AI/ML tools, publish a daily forecast and commentary for intraday outflows across key central bank balances, payment channels and business lines
Own documentation and control governance around the analytical tool
Become a subject matter expert on leveraging the IDL database for model development, enhancements and bespoke analytics
Identify intraday cash flow patterns and drivers and collaborate with businesses on optimization
Collaborate with middle office on continued evolution of the IDL Dashboard
Partner with the broker/dealer and other Treasury teams to drive transparency and anticipate liquidity needs
Contribute to the USD IDL Playbook covering the firmwide response to limit breaches, maintain associated relationships such as with Payment Operations, and support its tabletop exercises
Represent T/CIO in key industry discussions and in reviewing new payment initiatives
Support pricing and execution of intercompany liquidity and capital transactions including evergreens, term debt and AT1
Required qualifications, capabilities, and skills:
Strong knowledge of Python and SQL with an ability to tackle AI/ML model design and functionality problems independently with little to no oversight
Strong proficiency in Advanced Statistical methods and concepts, predictive modeling, time series forecasting
Bachelor’s and/or Master’s degree required, preferably in Finance, Accounting, Economics, Engineering, or Statistics
5+ years of full-time experience in a relevant field such as Treasury, Funding, Payments, Securities Settlements, or Liquidity Risk Management
Must be proficient in MS tools: Excel and PowerPoint
Background or keen interest in the broader Treasury function, funding markets, and bond pricing
Excellent collaboration, organizational and verbal/written communication skills with ability to present information in a clear and concise manner
Ability to work under pressure, prioritize multiple tasks, and bring tasks to closure
Applicable Associated Person training and designation must be completed after joining the team
Preferred qualifications, capabilities, and skills:
Series 99 and SIE licenses preferred or must be obtained after joining the team
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