Capital and Liquidity Policy – Vice President; Securitization RWA

Overview

T/CIO is responsible for firm-wide asset and liability management, including management of the firm's interest rate risk, structural foreign exchange risk, funding, liquidity risk and capital, as well as the company-sponsored retirement plan.

As a Vice President in Capital & Liquidity Policy, you will help to interpret and provide guidance on US regulatory capital and liquidity rules for current, pending, and proposed strategic business initiatives and transactions in support of the Commercial & Investment Bank SPG sub line-of-business, Risk, Finance and Technology. This role will also provide leadership and subject matter expertise on Securitization RWA requirements.

You will be responsible for delivering high quality regulatory capital & liquidity analyses and reviews by maintaining a high level of current technical knowledge and applying it to generate high quality support.

• Maintaining a high level of current technical knowledge and applying it to generate high quality support and oversight
• Obtaining a clear understanding of the business initiative/transaction/scenario in question ensuring all relevant key facts are considered
• Understanding the economic drivers and other factors relevant for the situation in question
• Independently and efficiently identifying the relevant regulatory guidance and policy interpretations/expectations
• Performing a comprehensive and balanced analysis addressing the strengths/weaknesses of the potential conclusions
• Proposing conclusions that appropriately consider the relevant regulations and supporting regulatory guidance, regulatory feedback along with considerations such as risk, operational feasibility, market practice, and materiality
• Providing guidance to stakeholders to ensure compliance with capital and liquidity rules

• Minimum of 5 years relevant work experience, banking and finance experience with either a leading bank or a Big Four accounting firm strongly preferred
• Strong knowledge of financial products and understanding of complex financing structures
• Strong knowledge of the US capital rules
• Ability to perform a comprehensive and balanced analyses of complex trade structures
• Excellent interpersonal and communication skills
• Demonstrate an ability to explain complex topics clearly, concisely, persuasively, and in a manner appropriate to the audience, while explaining the business purpose and intent of the transaction/scenario being presented/evaluated

• Prior experience in the securitization space
• Background in credit risk or structuring related to securitization transactions
• Experience interacting with bank regulatory agencies
• Experience at a leading bank or a Big Four accounting firm strongly preferred