Markets Treasury Liquidity and Capital Optimization Executive Director

Job Responsibilities

• Lead the effort within the Markets Treasury organization focusing on creating and implementing optimization strategies in response to the firms binding financial resource constraints
• Drive optimization efforts across collateral management liquidity management (LCR/NSFR/internal stress models) counterparty credit risk RWA market risk RWA leverage and GSIB
• Understand firm and legal entity-level drivers of financial resource consumption
• Partner with relevant FICC & Equities trading desks to move collateral in ways that maximize liquidity value for the firm
• Drive the development of optimizers data-mining strategies benefit trackers and related analytics leveraging AI tooling where possible to scale solutions and reduce time to market
• Maintain a deep understanding of our internal liquidity methodologies recognize inefficiencies and champion methodology changes
• Perform detailed reviews of our counterparty portfolios analyzing trade structures and related documentation to identify opportunities
• Work with third-party vendors and clearing houses to understand external product offerings and help define internal and external roadmaps

• Stay informed on the broader competitive landscape and binding constraints faced by peer banks across regions

Required Qualifications Capabilities and Skills

• Bachelors degree in Finance Engineering Mathematics or a related quantitative field
• Extensive experience in structured financing financing XVA or a financial resource optimization role
• Prior experience structuring derivative and securities financing trades
• Expert-level working knowledge of US financial resource topics including liquidity (internal stress models LCR NSFR) Basel III GSIB SLR SCB and regulatory initial margin (NCMR/CCP)
• Strong knowledge of pricing and risk management of securities financing and derivative transactions preferably cross-asset and with an understanding of derivative XVAs
• Proven experience working with large amounts of data across a variety of technology stacks
• Track record of successfully partnering with technology and quantitative research teams
• Comfortable interacting with senior stakeholders and building buy-in for strategic initiatives

Preferred Qualifications Capabilities and Skills

• Advanced degree and/or relevant certifications
• Deep experience working with Python SQL Tableau AWS Databricks and AI tools strongly preferred