AVP & VP-Markets Treasury

Responsibilities:Measure and enhance derivatives (secured and unsecured) financing framework to ensure alignment with liquidity frameworkAssist with review of transfer pricing construct to document and optimize funding flows: repo financing, interest on margin collateral,Execute and monitor transfer pricing of current and contingent liquidity requirements for Markets including development of policy, execution and ongoing measurement/evaluation.Monitor residual costs remaining in Treasury related to transfer pricing, liquidity premium, and unallocated credit spreads to ensure proper allocation to businesses.Monitor associated with Broker Dealer activities, performing relevant analysis and action plan when under/over recovery of costs occursManage the Working Capital framework across cash, repo and derivative products using transfer pricing systemsAnalyze debt costs, basis costs/risks, contingent liquidity costs and their associated recoveryProvide analysis and commentary relating to Quarterly Report on FTPAnalyze and enhance Transfer Pricing framework to ensure adherence with regulatory requirements and appropriateness of any transfer pricing incentivesQualifications:FX and currency experience strongly preferredDerivatives experience strongly preferredProven track record of strategic/technology initiativesStrong analytical skills and data interpretation skillsKnowledge of transfer pricing theory including Interest Rate risk, Liquidity modeling, and Broker-dealer funding (repo financing and debt/equity financing)Knowledge of liquidity metrics and regulations including LCR, NSFR, Internal Stress Tests, NSFR, TLAC, Global Systemically Important Bank (“GSIB”) surcharge