MUFG Union Bank ALM and Liquidity Manager, Vice President in New York, New York
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Develop and present enterprise wide liquidity risk as well as business-critical reports and presentations encompassing in depth liquidity and balance sheet analysis
Engage with regulators to communicate and justify approaches developed for utilization in the liquidity risk framework
Assist in implementing new regulatory liquidity risk requirements
Develop and provide expertise in the liquidity risk drivers for specific businesses or products.
Review and analyze the lines of business asset and liability modeling assumptions and implications on the firm’s risk
Interest Rate Risk
Work with the ALM Modeling team to establish risk governance framework for the structural interest rate risk reporting (duration of equity, earnings-at-risk and economic value of equity)
Analyze the line of business interest rate risk, establish risk limits and partner with Risk reporting to implement limit monitoring process FTP and Regional Oversight
Develop a governance process for the Funds Transfer Pricing (FTP) process; including participating in various working groups and steering committees Regional monitoring and management and Oversight of LATAM and Canada branches and operations
Co-ordinate with FP&A to ensure balance sheet usage is in line with stated targets.
Project and Management Reporting
Preparing and presenting to executive management including US Co-treasurer, CFO and governance committees e.g. ALCO, relevant topics relating to Liquidity Risk, Interest Rate Risk, FTP and Regional Branch oversight Perform related duties and participate in special projects as required from GMDA and ITID standpoints.
Perform related duties for Global Coordination and Collaboration with MUFG Americas entities at CUSO level Develop processes for new and enhanced reporting requirements
Provide independent review of regulatory and internal stress scenarios, including analytical review of key market and behavioral assumptions and management of ad hoc analysis
A Bachelor's degree, an advanced degree is a plus
At least 5-7 years of experience in treasury and market business.
Understanding of U.S. money market, finance, accounting, and international economics.
Strong communication and interpersonal skills, self-motivated/results-oriented, with the ability to function effectively with deadlines and work within a team environment with minimal supervision
The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities, duties and skills required of personnel so classified.
We are proud to be an Equal Opportunity/Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate in employment decisions on the basis of any protected category.
Title: ALM and Liquidity Manager, Vice President
Location: NEW YORK-New York
Requisition ID: 10014007-WD