Markets Treasury – Liquidity and Capital Optimization – Executive Director

Overview

In this role you will lead optimization efforts within Markets Treasury to maximize the firm’s use of financial resources under binding constraints. You will collaborate with FICC and Equities desks to optimize collateral flows and strengthen liquidity through internal models like LCR/NSFR. You will develop optimizers, data-mining strategies, and analytics, leveraging AI to scale solutions and accelerate time to market. You will review counterparty portfolios and champion liquidity and risk framework improvements across the organization.

Responsibilities

• Lead optimization initiatives within Markets Treasury addressing binding liquidity constraints
• Drive optimization across collateral management, liquidity management (LCR/NSFR/internal stress models), counterparty credit risk RWA, market risk RWA, leverage, and GSIB
• Understand firm and entity-level drivers of financial resource consumption
• Partner with FICC & Equities trading desks to optimize collateral flows for liquidity value
• Develop optimizers, data-mining strategies, benefit trackers, and analytics; apply AI tooling to scale solutions
• Maintain deep understanding of internal liquidity methodologies and advocate for methodology changes
• Review counterparty portfolios to identify structure-based optimization opportunities
• Collaborate with third-party vendors and clearing houses on product offerings and roadmaps
• Stay informed on competitive landscape and binding constraints faced by peer banks across regions

Key requirements

• Bachelor’s degree in Finance, Engineering, Mathematics, or related quantitative field
• Extensive experience in structured financing, financing, XVA, or financial resource optimization
• Experience in structuring derivative and securities financing trades
• Expert-level knowledge of US financial resource topics including liquidity, Basel III, GSIB, SLR, SCB, and initial margin (NCMR/CCP)
• Strong pricing and risk management knowledge of securities financing and derivatives, cross-asset if possible
• Proven experience handling large data sets across diverse technology stacks
• Track record partnering with technology and quantitative research teams
• Comfort interacting with senior stakeholders and securing buy-in for strategic initiatives

• Stakeholder engagement
• Collaboration with cross-functional teams
• Strategic thinking and influence
• Python
• SQL
• Tableau

…