Liquidity and Capital Reporting Production Manager

Permanent contract|Jersey City|Finance

Liquidity and Capital Reporting Production Manager

Jersey City, United States Permanent contract Finance


  • Overseeing timely production and filing of 2052a reporting
  • Conduct comprehensive reporting line review and data quality checks, periodic review of efficiency gain on reporting process
  • Periodic review of data completeness and accuracy includes first level check on transactional data reconciliation and second level checks with other reporting streams including accounting reporting
  • Analysis of LCR calculation
  • Assist in regulator reviews and internal audit reviews 
  • Expert on technical FR2052a reporting instruction guidelines and interpretations
  • Knowledge of LCR and NSFR rules and interpretations
  • Procedural documentation, compliance to BCBS239 data review and validation
  • Knowledge on credit risk reporting rules (US and Basel), RWA and related calculations
  • Liaison with Head Office on RWA related rule guidance discussions
  • Liaison and support local US reporting on credit risk aspects, e.g. Y15,CECL,SCCL rules etc)
  • Manage production issues including system feed issues, manual adjustments and follow up data enhancements with system projects
  • Lead projects on control framework on enhancing data quality reviews and documentations
  • Lead  projects of system automations and enhancements, and user-acceptance-testing (UAT)
  • Knowledge of broker dealer business, including FCM activities, clearing and prime broker
  • Assist in regulator reviews and internal audit reviews
  • Utilize knowledge of financial products (derivatives, equity and fixed income securities, currencies, structured products, commodities)

Profile required

Desired / Plus:

  • Strong accounting and finance background
  • Experience in regulatory reporting in liquidity risk management
  • Knowledge of FR2052a reporting
  • Knowledge of credit risk RWA rules 
  • Product knowledge in Banking and Broker Dealers - derivatives, loans, funding vehicles, currencies, fixed income, equity securities and commodities
  • Strong writing and communication skills
  • Ability to work independently with aggressive deadlines
  • Good analytical and communication skills
  • Must be well organized and detail oriented
  • Must be able to multitask and adapt to a changing work environment
  • Must be a team player
  • Strong Excel skills, VBA a plus
  • Alteryx, Python, Power BI a plus

Business insight

The team is responsible for both liquidity risk production and credit RWA (Risk Weighted Asset) risk/accounting reconciliations functions. Liquidity Reporting production is responsible for producing, reconciling and distributing Daily/Weekly/Monthly liquidity reports to SG’s ALM and RISK teams as well as senior management and regulators. It has three primary functions in that they have a dedicated daily dashboard produciton, a liquidity stress testing and a FR2052a regulatory report. Credit RWA team serves quarterly function on RWA reconciliation to facilitate head office reporting. Other functions include overseeing system integrations/enhancements, e.g. account conversion for back office systems. In addition, the team interfaces with regulators and business support for reviews, examinations as well as reporting requirement changes. This role serves as a dedicated manager to support production of the 2052a report and RWA risk/accounting.

We are an equal opportunities employer and we are proud to make diversity a strength for our company. Societe Generale is committed to recognizing and promoting all talents, regardless of their beliefs, age, disability, parental status, ethnic origin, nationality, gender identity, sexual orientation, membership of a political, religious, trade union or minority organisation, or any other characteristic that could be subject to discrimination.

Reference: 22000NXB
Starting date: 2022/10/12
Publication date: 2022/09/30