Liquidity Risk Management Analyst
About The Position
The Treasury Risk Management Group within SMBC’s Risk Management Department Americas Division oversees treasury risks and balance sheet strategy for SMBC branches and subsidiaries in the region. Its remit includes liquidity risk, interest rate risk in the banking book, and capital management, and it independently assesses business strategies affecting these risks. The group works closely with SMBC’s Tokyo Head Office risk management department, which oversees consolidated SMFG balance sheet risks. The Liquidity Risk Analyst provides ongoing review and challenge of first-line activities, with a focus on traditional banking products such as deposits, loans, and commitments. The analyst applies liquidity-risk knowledge and technical skills to develop frameworks and tools for identifying, monitoring, and controlling risk exposures. The role also supports regulatory engagement, senior-management reporting, product and business initiative reviews, and improvements to liquidity-risk processes.
Requirements
- Experience with banking products and activities, including an understanding of liquidity-risk implications.
- Knowledge of deposits, loans, off-balance-sheet commitments, CDCPs, and related liquidity risks.
- Familiarity with liquidity-risk management frameworks and regulatory requirements, such as EPS, Reg YY, Reg W, and Reg WW.
- Understanding of funding strategies, contingency funding plans, and balance-sheet management.
- Strong organizational and project-management skills, with the ability to manage competing priorities and deliver under tight deadlines.
- Ability to present complex risk and regulatory topics to senior management.
- Self-starter with strong problem-solving skills and ability to drive initiatives in ambiguous environments.
- Analytical, detail-oriented, and control-focused mindset.
Nice To Haves
- Experience with regulatory liquidity metrics such as LCR and NSFR.
- Experience with data analytics, automation, and programming tools such as Python and VBA/Macros.
Responsibilities
- Provide ongoing and ad hoc independent oversight of first-line activities, including internal liquidity stress testing, cash-flow forecasting, contingency funding plans, and intraday liquidity.
- Develop risk tools to track and analyze movements in key liquidity metrics and support second-line oversight.
- Challenge first-line proposals for annual risk-metric and limit refreshes for SMBC CUSO.
- Participate in regulatory meetings and examinations, and support responses to regulators’ questions and ad hoc requests.
- Assist in preparing committee meeting materials for senior management.
- Independently review and assess new products, business initiatives, and services introduced or proposed by the first line.
- Engage with internal audit during the annual liquidity-risk audit and remediate findings as needed.
- Enhance internal processes and perform annual risk assessments of liquidity-risk processes.
Benefits
- Competitive portfolio of employee benefits.
- May be eligible for an annual discretionary incentive award.
- Hybrid workforce model offering an opportunity to work from home and from an SMBC office.
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
Education Level
No Education Listed
