Vice President Markets Treasury
On-siteNew York, United States
Job Summary
Drive transparency on capital and liquidity consumption so trading desks have a clear, accurate, and timely view of financial resource costs. Develop frameworks and tools that make capital, liquidity, leverage, and systemic surcharge metrics visible, intuitive, and actionable for desk leaders. Monitor financial resource consumption trends, identifying emerging constraints and opportunities and communicating them proactively to stakeholders. Own the limits and indicators framework, coordinating across risk partners, the Markets Treasurer organization, and trading desks. Lead regular reviews and rationalization of limits and indicators to keep them fit for purpose, calibrated to market conditions, and aligned to risk appetite. Assess business growth initiatives and strategic pivots for impacts on limits and indicators, and advocate for appropriate adjustments within risk boundaries. Deliver timely marginal trade and "what-if" analysis across capital, liquidity, leverage, and GSIB surcharge dimensions to support better real-time decisions. Partner with data, quantitative, and technology teams to build scalable, repeatable tooling that embeds this analysis into desk workflows. Contribute to new business initiatives and deal pricing by ensuring financial resource costs are accurately reflected in deal economics and incentives. Advise on financial infrastructure services with meaningful resource impact to optimize outcomes. Track regulatory developments and the competitive landscape in North America to inform impacts, responses, and positioning.
Required Qualifications
- 7+ years of experience in treasury, trading, or a markets-adjacent role with significant exposure to capital and liquidity topics
- Deep expertise in Basel III capital concepts, systemic surcharge metrics, liquidity coverage requirements, leverage requirements, internal stress frameworks, and clearing house initial margin
- Demonstrated experience managing limits and indicators frameworks, including monitoring consumption, rationalizing metrics, and coordinating with risk partners and trading desks
- Strong understanding of bank profitability measures (including return on equity) and the key drivers of performance for markets businesses
- Proven ability to work with large, complex datasets and translate analytical output into clear, actionable business insights
- Experience supporting marginal trade decisions, scenario analysis, new business initiatives, and/or deal pricing through a treasury or financial resource perspective
- Strong knowledge of pricing and risk management across financing, cash, and derivatives products
- Excellent verbal and written communication skills, with the ability to influence trading desks, risk partners, and senior stakeholders
- Experience collaborating with quantitative and technology teams to deliver strategic data and analytics solutions
- Demonstrated people leadership, including building, developing, and motivating high-performing teams
- To be authorized to work in the United States
Desired Qualifications
- Quantitative degree (for example, mathematics, engineering, computer science, physics, or a related field)
- Proficiency in Python and SQL for data analysis and tool development
- Experience with data visualization tools (for example, Tableau)
- Familiarity with cloud and modern data platforms (for example, Amazon Web Services and Databricks)
- Practical experience using artificial intelligence-enabled tools to improve analysis, automation, or decision support
- Understanding of the North America competitive landscape and peer institution financial resource constraints
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