Senior Capital & Liquidity Specialist (Asset Liability Management) (SG Americas Securities, LLC, New York, NY)-(H/F)

CDI|New York|Banque de financement et d'investissement

Senior Capital & Liquidity Specialist (Asset Liability Management) (SG Americas Securities, LLC, New York, NY)-(H/F)

New York, Etats-Unis CDI Banque de financement et d'investissement

Vos missions au quotidien

Optimize stressed cash inflows and cash outflows to stabilize the liquidity position and reduce the cost of carry for the liquidity buffers. Forecast potential liquidity needs based on business line projections and money market desk activity. Review the daily liquidity management information pack to ensure the data meets the business line expectation. Supervise the development of detailed cash flow reports showing the cash position for each business line. Coordinate with money market desk on end of day projected cash positions and deploy any excess cash to increase returns. Oversee production of daily balance sheets by business line, with linkage to cash flow report and liquidity report. Monitor balance sheet limits by business line, ensuring the respective CUSO entities operate within their balance sheet size constraints. Compute capital requirements to absorb the risk weighted asset consumption. Develop capital composition recommendations from equity capital to subordinated debt. Analyze dividend payment capacity and capital repatriation back to head office. Perform variance analysis identifying the key assets and liabilities driving the changes in Interest Rate Risk in the Banking Book (IRRBB). Implement hedging strategies for reducing and mitigating interest rate risk on a quarterly basis. Enhance and automate interest rate risk reporting in close coordination with the IT department. Analyze available collateral pool for liquidity buffer purposes and other inventory positions. Ensure optimization of collateral financing via secured funding transactions. Use strong communication skills (verbal and written) to prepare management presentations for internal Committee meetings (including Asset-Liability Committee (ALCO), Executive Committee (EXCO), and Board meetings), as well as external meetings with Regulators (including the Federal Reserve Board (Fed) and the Department of Financial Services (DFS)).

Et si c’était vous ?

Minimum Requirements: Bachelor’s degree or U.S. equivalent in Public Accounting, Finance, Accounting, Economics, or related field, plus 2 years of professional experience working for a global financial institution ensuring compliance with liquidity requirements per Financial Regulation YY Enhanced Prudential Standards (including liquidity stress testing, cash flow forecasting, collateral management, Contingency Fund Plan, secured and unsecured funding limits and thresholds, and liquidity risk identification), preparing balance sheets using reporting requirements (including US General Accepted Accounting Principles (GAAP) and International Financial Reporting Standards (IFRS) accounting concepts), optimizing secured financing transactions and associated collateral impact, and performing gapping analysis, financial analysis, and back- testing of forecasting accuracy. Must also have the following: 2 years of professional experience navigating internal systems to source data and transactions down to the desk level for liquidity reporting, cash flows generation, and Risk-Weighted Assets; 2 years of professional experience creating and maintaining trading, pricing, and risk-management models using Visual Basic for Applications (VBA).

Pourquoi nous choisir ?

CONTACT: Please email resume to: Must specify Ad Code MTCJ in the subject line.

Nous sommes un employeur garantissant l'égalité des chances et nous sommes fiers de faire de la diversité une force pour notre entreprise. Le groupe s’engage à reconnaître et à promouvoir tous les talents, quels que soient leurs croyances, âge, handicap, parentalité, origine ethnique, nationalité, identité de genre, orientation sexuelle, appartenance à une organisation politique, religieuse, syndicale ou à une minorité, ou toute autre caractéristique qui pourrait faire l’objet d’une discrimination.

Référence: 21000TPT
Date de début: 29/11/2021
Date de publication: 29/09/2021