Sr Lead Liquidity Strategist
BNP ParibasSan ramonUpdate time: December 16,2019
Job Description
At Bank of the West, our people are having a positive impact on the world. We’re investing where we feel we can make the most impact, like advancing diversity and women entrepreneurship programs, financing for more small businesses, and promoting programs for sustainable energy. From our locations across the U.S., Bank of the West is taking action to help protect the planet, improve people’s lives, and strengthen communities. We are part of BNP Paribas, a global leader supporting the UN Sustainable Development Goals (SDGs). Yes, we’re a bank, but as the bank for a changing world, we are continually seeking to improve the ways we help our customers, while contributing to more sustainable and equitable growth.

Job Description Summary

Responsible for assisting with liquidity reporting, strategy and stress testing. Assists with the production of the different liquidity metrics for both Bank of the West (the Bank) and BancWest ALCO and reporting to BNPP (Liquidity Gaps, CMTLR, Liquidity Stress Tests, Basel III LCR & NSFR, …). Follows and becomes versed in regulatory and internal (Bank West Policy & BNPP) developments concerning Liquidity (Basel III, Stress Tests,…). Adapts the model to be in line with the latest regulator requirements. This includes managing projects to adapt our information systems to get the data required to produce the liquidity metrics. Assists the business lines and other department of the Bank on all the topics related to liquidity metrics (both regulatory and internal metrics).

Essential Job Functions
  • Responsible for understanding all regulatory requirements related to liquidity (Dod-Frank, Basel III CRR and US regulation) and implementing reporting accordingly. This includes performing impact analysis on business activities and making recommendations in line with new regulations.
  • Manage a team of liquidity analysts, providing overall strategic guidance and direction
  • Provide direction and supervision to Project Managers assigned to bank liquidity project (IHC, BHC)
  • Responsible for certifying liquidity Reporting generated by analysts (Liquidity Gaps, CMTLR, Liquidity Stress Tests, Basel III LCR & NSFR
Other Job Duties
  • Expertise with statistical and analytical techniques used in interest rate and liquidity risk modeling
  • Familiarity with Basel II and Basel III requirements.
  • Background in statistics and mathematics.
  • Management and project planning.
  • Performs other duties as assigned.

Required Experience
  • Requires mastery level knowledge of job area typically obtained through advanced education combined with experience.
  • May have deep knowledge of project management.
  • Requires 10 years minimum prior relevant experience.

Education
  • Bachelor's Degree Quantitative field, including quantitative finance

Equal Employment Opportunity Policy

Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran.

Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.

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