Reviews Funds Transfer Pricing methodology, curves, treatment and incentives.
Institutes changes required in the Funds Transfer Pricing system and updates for new products.
Performs analysis on funds transfer pricing, liquidity and funding metrics including that on net stable funding ratio and non-traded interest rate risk.
Monitors key liquidity ratios on daily basis; performs forecasting to drive discussion on initiatives across business segments to ensure ratios operate within thresholds and limits.
Prepares reports and information for discussion at the Group Assets and Liabilities Committee, and sub-ALCO liquidity working group.
Undertakes initiatives related to liquidity management, including:
Review and revision of framework documentations including that on funds transfer pricing, liquidity premium, non-traded rate risk in banking book, structural hedging, base rate;
Formulation of annual funding and liquid...
Ready to Apply?
Join thousands of Americans building their careers