Corporate Treasury Liquidity Stress Testing Professional

4 days ago


Étreux, Hauts-de-France, United States State Street Corporation Full time
Key Responsibilities
As a seasoned financial professional, you will assume a pivotal role within Global Treasury's Liquidity Stress Testing team. Your primary focus will be on driving the development of liquidity stress testing methodologies under various stress scenarios. This involves collaboration with subject matter experts in business lines to define scenario narratives and macroeconomic factors. You will also develop a methodology that tests liquidity risks associated with each business.

We are looking for an individual who can lead efforts in reporting liquidity position results to management and regulators. Additionally, you will oversee the work to develop technical documentation for various governance bodies. Furthermore, you will collaborate regularly with State Street's senior leaders across corporate and business functions to provide recommendations on the liquidity methodology to management. You will work closely with internal stakeholders and team members to enhance coordination, communication, methodology, and reporting across Global Liquidity Management.

Responsibilities Include:
  • Developing liquidity methodologies for products in select business lines while effectively collaborating with senior leadership, central quantitative analytics, and other key stakeholders.
  • Maintaining and enhancing liquidity stress test methodologies, including documentation for Model Validation, Audit, and Resolution and Recovery Plan submissions.
  • Articulating the drivers of liquidity stress test drivers to senior stakeholders in management and at regulatory bodies; proactively identifying future enhancements to liquidity methodology.
  • Managing coordination of corporate-wide assumptions rollout to international colleagues, demonstrating proficiency in the corporate model.
  • Leading coordination of methodology for implementation into Resolution and Recovery Planning exercises and serving as centralized coordination contact for Liquidity function.
  • Presenting liquidity methodology and results to relevant working groups and senior management.
  • Providing high-level guidance and oversight to colleagues in the Bangalore office responsible for daily production of liquidity results.


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