Group Treasury Liquidity and Funding Manager
UBSSwitzerland - zürich Update time: October 4,2020
Job Description
Are you fascinated by the fast pace of market environment and regulatory changes? Are you independent and self-driven? Are you an experienced and enthusiastic individual with a demonstrable interest in treasury related topics? We are looking for someone to:
• contribute to the design and maintenance of the liquidity and funding risk framework
• define key sources of liquidity and ensure appropriate governance, monitoring and processes are sufficient to measure liquidity risk under Business as Usual (BAU) and stressed conditions
• steer to the global consistency of the liquidity and funding risk management across legal entities and branches and collaborate with regional treasury teams on local liquidity management, modelling and limits
• advise senior management on liquidity related topics with regards to UBS's liquidity position as well as overall regulatory and market developments
• help maintaining the Group Contingent Funding Plan to ensure sufficient liquidity and funding is available during stressed liquidity conditions, including testing of the effectiveness of various contingent funding sources
• deal directly with external stakeholders; responding to regulatory, central bank and audit requests
• review and help guide regulators and relevant authorities in national working groups on the rule setting process including amendments in liquidity ordinance circular that address qualitative and quantitative liquidity requirements including Basel III NSFR and LCR as well as going and gone concern liquidity requirements for Systemically Important Banks
• ensure compliance with regulatory requirements, provide expert feedback to internal stakeholders and help with the rule interpretation and implementation
• act as delegate in the expert review and discussion with regulators and national working groups on the evolving regulatory framework, as well as in the interaction with the SNB in particular relating to the regulatory and contractual requirements in the SNB offered facilities and its testing
• contribute to the design and maintenance of the liquidity and funding risk framework
• define key sources of liquidity and ensure appropriate governance, monitoring and processes are sufficient to measure liquidity risk under Business as Usual (BAU) and stressed conditions
• steer to the global consistency of the liquidity and funding risk management across legal entities and branches and collaborate with regional treasury teams on local liquidity management, modelling and limits
• advise senior management on liquidity related topics with regards to UBS's liquidity position as well as overall regulatory and market developments
• help maintaining the Group Contingent Funding Plan to ensure sufficient liquidity and funding is available during stressed liquidity conditions, including testing of the effectiveness of various contingent funding sources
• deal directly with external stakeholders; responding to regulatory, central bank and audit requests
• review and help guide regulators and relevant authorities in national working groups on the rule setting process including amendments in liquidity ordinance circular that address qualitative and quantitative liquidity requirements including Basel III NSFR and LCR as well as going and gone concern liquidity requirements for Systemically Important Banks
• ensure compliance with regulatory requirements, provide expert feedback to internal stakeholders and help with the rule interpretation and implementation
• act as delegate in the expert review and discussion with regulators and national working groups on the evolving regulatory framework, as well as in the interaction with the SNB in particular relating to the regulatory and contractual requirements in the SNB offered facilities and its testing
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