CIBT Banking Analytics CCAR and IRR Vice President

Are you passionate about tackling difficult questions, using data to drive insights and looking for the opportunity to support industry-leading businesses with your analysis? As a member of the Corporate and Investment Bank (CIB) Treasury Deposit Analytics team, you will play a role in aiding the CIB’s Interest Rate Risk in the Banking Book and CCAR/RA Stress Testing management functions. You will work with our leading wholesale deposit-taking businesses, Corporate Treasury and Risk to proactively manage the CIB's deposit analytics tasks.

The Corporate & Investment Bank Treasury department is a critical function within CIB Finance and Business Management. It is responsible for managing the liquidity, balance sheet and capital positions of the investment banking businesses, establishing transparent and market-based funds transfer pricing policy, and developing methodologies and metrics to improve the leverage, capital, collateral and liquidity risk management capabilities of the Corporate and Investment Bank.

CIB Treasury Deposit Analytics, a unit within CIB Treasury, is responsible for Modelling Balance sheet and NII for the CIB’s deposit businesses, including supporting normal business forecasting processes and regulatory submissions such as CCAR, Supporting the Asset and Liability Management (ALM) side of the CIB’s banking book with focus on Interest Rate Risk Beta setting and data feed management, and Providing treasury-related guidance and support to our Global Treasury Team as well as members of the Stress Testing P&A Team.
 

Job responsibilities

• Produce timely and accurate analysis for Comprehensive Capital Analysis and Review (CCAR), Risk Appetite, reporting on the banking balance sheet and deposit liquidity positions. Provide insights and conclusions for senior management based on solid product/market knowledge and expertise
• Work independently and collaboratively with CIB businesses and Global Treasury to support development of appropriately robust approaches to liquidity stress testing, including being able to develop, clearly document and support assumptions about deposit liquidity in stressed market conditionsBuild close partnerships with lines of business to build understanding of balance sheet dynamics as they relate to IRRBB/Rates Paid setting
• Support development of quantitative analysis and tools to support business analysis including implementation with Technology and Developer teams
• Produce timely and accurate analysis for regulatory requirements (such as CCAR/Risk Appetite), reporting on the banking balance sheet and liquidity positions and providing clear insight to explain the modelled impacts
• Assist in the CIB’s interest rate risk in the banking book (IRRBB) work, aiding the daily risk review process as well as working with CIB deposit businesses to ensure appropriate modelling of deposit interest rate risk
• Work both independently and collaboratively within CIB Treasury, Corporate Treasury, Risk, Quantitative Research and deposit businesses to build understanding of IRRBB models and provide CIB-specific input to modelling assumptions and model development
• Own routine BAU processes, complete ad-hoc requests, and provide support as needed to senior analytics team members

Required qualifications, capabilities and skills

• Bachelor degree
• Experience in financial services, in work related to deposits, liquidity or IRRBB
• You should be skilled at performing complex and quantitative analyses - strong analytical, creative thinking and problem-solving skills are needed and mathematical / statistical intuition is helpful. You should be comfortable working with and interpreting data to draw conclusions
• Versatile, able to work effectively independently or as part of a team in a fast-paced and dynamic environment; you should be able to work under pressure, rapidly prototype solutions, prioritize multiple tasks simultaneously and bring projects to completion
• Self-starter, able to organize and execute responsibilities with limited supervision, taking ownership of tasks at hand and mobilizing others, while also knowing when to escalate and involve managers
• Strong interpersonal, organizational, and communications skills are essential, including the ability to present information in a clear, concise, and effective manner to a wide variety of audiences
• Strong computer skills, particularly in Excel, PowerPoint, Word, Access: basic Python programming experience or experience with digital accelerators (e.g., Alteryx)

Preferred qualifications, capabilities and skills

• Working knowledge of financial analysis, liquidity risk, balance sheet analysis, regulatory requirements (US/Basel) and accounting concepts
• Prior experience in IRRBB and/or deposit liquidity concept