UBS Financial Services Liquidity and Funding Models Analytics in Weehawken, New Jersey
This US Liquidity & Funding Models Analytics role provides exposure to UBS's treasury management practices and insight into UBS's products and practices. The role involves further developing the regional liquidity and funding (L&F) framework, which includes the model methodology, governance and enhanced analytics, data review and development related to the FR 2052a (5G) and US LCR and improving the connectivity and synergies between them and the internal US liquidity stress testing (US-LST) model.
The US L&F Models Analytics role includes analyzing, establishing and implementing methodologies for liquidity stress testing, and ensuring the relevant governance is sound and effective. The candidate will act as a Treasury liquidity SME representative in the enhancement and development of liquidity regulatory reporting, with a focus on 2052a and US LCR. The candidate will institute effective liquidity methodologies by closely collaborating with regional Liquidity Risk Officers and Divisional and Legal Entity Treasurers who have deep product knowledge and interface to the UBS's business partners and regulators. They will work closely with data owners in regional Finance, regulatory reporting and Operations teams on improving data quality for liquidity modeling. They should have in-depth knowledge of US LCR assumption mechanics in order to collaborate with the internal and external stakeholders.
Upon publication of the NSFR US Final Rule, the analyst will work to establish and implement NSFR infrastructure and reporting requirements as well as analyze NSFR assumptions mechanics in their application to UBS and its funding profile.
What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
Take the next step:
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements:
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
You'll be working in the Regional Treasury Americas team. We are part of Finance, and are responsible for managing the liquidity, funding, capitalization, and collateral requirements of UBS in the Americas region. Our local teams are located in New York and New Jersey, while our central teams are in London and Switzerland. We work closely with the CFO, the Risk organization, other members of senior management, and the regulatory relationships team. We play a key role in firm wide strategic and analytical projects, providing insight into the firm's business activities and performance. You are guaranteed to exercise your know how and learn a lot along the way.
Your experience and skills:
You have: − prior experience in treasury, funding, liquidity and/or collateral management practices
(preferred) − strong analytical skills (understanding of mathematical models preferred) − strong knowledge of the liquidity management, related regulatory requirements, and broad knowledge of financial markets and products − solid knowledge across the range of Wealth Management and Investment Banking business practices (especially broker-dealer practices), products and liquidity risks, prudential management of liquidity buffers and funding requirements − knowledge of Basel III LCR/2052a (a.k.a., 5G) and NSFR, Foreign Bank Enhanced Prudential Standards and Resolution Planning requirements related to liquidity risk measurement and management. − a great communicator (written & verbal) with ability to speak to people at all levels with executive presence − a self-starter, capable of working independently and collaboratively with multiple teams − not easily daunted by demanding regulatory-driven projects − computer savvy, and consider yourself an expert with MS Office
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Job Reference #: 171976BR
Business Divisions: Corporate Center
Title: Liquidity and Funding Models Analytics
Job Type: Full Time
Country / State: United States - New Jersey, United States - New York
Function Category: Finance