Specialist, Liquidity and Treasury ALM

BNY Mellon
London, United Kingdom
29 Apr 2022
20 May 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

Overview Of BNY Mellon:

BNY Mellon is a global investments company dedicated to helping its clients manage and service their financial assets throughout the investment lifecycle. Whether providing financial services for institutions, corporations or individual investors, BNY Mellon delivers informed investment and wealth management and investment services in 35 countries. As of March 31, 2021, BNY Mellon had $41.7 trillion in assets under custody and/or administration, and $2.2 trillion in assets under management. BNY Mellon can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments. BNY Mellon is the corporate brand of The Bank of New York Mellon Corporation (NYSE: BK). Additional information is available on www.bnymellon.com . Follow us on Twitter @BNYMellon or visit our newsroom at www.bnymellon.com/newsroom for the latest company news.

Job Purpose:

The Corporate Treasury Group at BNY Mellon is responsible for managing the liquidity and capital positions of the various subsidiary banks and of the Parent Corporation

The position of Specialist, Liquidity and Treasury ALM is a first line of defense role, responsible for supporting the Head of International Liquidity is maintaining and enhancing the Liquidity Management framework across the International Entities covering EMEA, APAC and Brazil Regions.

The Specialist, Liquidity and Treasury ALM is based in London and reports to the Head of International Liquidity


The Specialist, Liquidity and Treasury ALM is responsible for:
  • Ensuring that liquidity management practices across the entities are consistent and in alignment with both corporate framework and local regulatory requirements.
  • Maintenance and documentation of quantitative analysis for liquidity management across International Entities e.g. Early Warning Indicator (EWI) calibrations, Liquidity Stress Testing (LST) assumptions and related analysis, LCR assumptions and regulatory interpretation sign offs.
  • Support with the maintenance of the intraday liquidity risk management framework across the regions, including Intraday Liquidity Stress Testing and ownership of related assumptions.
  • Preparation and coordination of annual updates to legal entity liquidity policies and Contingency Funding Plans.
  • Maintenance of first line liquidity standards and documentation with respect to regulatory and internal / corporate frameworks across International Entities.
  • Support with regulatory exams over local liquidity risk management across EMEA.
  • Addressing Liquidity related Regulatory, Audit or Second Line findings/actions.
  • Ownership of the Individual Liquidity Adequacy Assessment Process (ILAAP) document across applicable entities in EMEA.
  • Review and oversight of regulatory and internal liquidity metrics for ensuring compliance with regulatory guidance and minimum requirements.
  • Maintenance of liquidity trigger framework for legal entity Recovery Plans including documentation of liquidity related recovery options and preparation of liquidity stress testing for recovery planning process.
  • Developing approaches for enhancing measurement and reporting of Liquidity MI.
  • Ensuring issues are escalated and cascaded appropriately and support in mitigating any associated risks.
  • Build a good understanding of the governance framework across the regions, including escalation requirements.

  • Bachelor/Master degree or equivalent qualification. Degree in math, engineering, statistics, computational finance or economics preferred. MBA, CFA, or CPA/CA preferred.
  • At least 4-6 years of banking experience in a Treasury or Risk Management function with focus on liquidity management, planning and forecasting.
  • Demonstrate good stakeholder management.
  • Good understanding of liquidity regulations and previous experience of interpretation of liquidity regulations.
  • Past experience of advising business on liquidity related matters and regulatory impacts.
  • Experience of working with teams in different locations.
  • Superior organisational skills.
  • Good analytical, project management and report writing skills.
  • Proficiency in MS Office (Excel, Word, PowerPoint).

What we can offer you:
  • Challenging, fun and supportive environment
  • 25 days holiday (in addition to Bank Holidays) plus opportunity to purchase up to 5 extra days
  • Highly competitive benefits package including pension and private medical cover

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