Are you passionate about navigating complex financial environments and advancing liquidity risk management at a global bank? The Corporate and Investment Bank Treasury is seeking a motivated professional to join the Liquidity Methodology and Analytics team, where you will sit at the intersection of Markets and Treasury, influencing methodology, governance, and analytics used in senior liquidity decisions.

As the Corporate and Investment Bank Markets Liquidity Methodology and Analytics Executive Director, you will partner with business, risk, and technology teams to provide subject matter expertise on liquidity risk, market dynamics, and regulatory developments to ensure liquidity frameworks are aligned with regulatory requirements and internal policies. This role will require managing relationships with Liquidity Risk Technology, Regional Treasury teams, Corporate Treasury, Liquidity Risk Management, Quantitative Research and Product groups to prepare and present analysis, findings, and recommendations to senior management and governance committees.

Importantly, this role will provide you with exposure and responsibility across varying levels of management across the firm and is an excellent opportunity for a candidate who is interested in a strategic view of the Corporate and Investment Bank’s activity and who has a keen interest in capital markets, liquidity risk management and funding.

Job responsibilities:

• Lead liquidity analytics advancement for Markets, including enhancing ILST capabilities and delivering decision-useful analytics to measure and manage liquidity exposures across businesses 
• Translate evolving regulatory liquidity policies and be able to think clearly about and articulate the application of these rules to Corporate and Investment Bank markets businesses
• Participate in industry groups to stay up to date on changes in the industry or regulatory landscape
• Act as a senior representative in supervisory engagements, articulating and defending liquidity stress methodologies, governance, and model risk controls.
• Drive cross-functional execution across Liquidity Risk Tech, Regional Treasury, Corporate Treasury, LRM, QR, and product stakeholders, delivering quantifiable improvements in efficiency, resilience, and governance.
• Design, develop, and protype scalable analytics tools for front-office, senior leadership and liquidity governance committees, with clear articulation of trade-offs, risks, and proposed actions.
• Lead strategic initiatives and high-priority ad hoc workstreams under tight timelines, maintaining strong delivery discipline and measurable impact.

Required qualifications, capabilities and skills:

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related field
• 7+ years of experience in Treasury, Risk, Markets, or related financial services roles, with a focus on liquidity risk or analytics.
• Strong understanding of financial markets, products, and liquidity risk concepts.
• Experience with liquidity risk modeling, stress testing, and regulatory frameworks (e.g., LCR, NSFR, 5G, etc.).
• Proficiency in data analytics tools (e.g., Python, SQL, Excel, Tableau) and familiarity with automation solutions.
• Excellent communication, presentation, and stakeholder management skills.
• Ability to multi-task, prioritize well under fast-paced and dynamic environment, deliver prototype solutions with commitment to deliver under tight deadlines. 
• Ability to deliver solution-oriented work that reflects independent and pro-active consideration of issues.

Preferred qualifications, capabilities, and skills: 

• Advanced degree in Finance, Economics, Mathematics, Engineering, or related field preferred.