Treasury Associate, Funds Transfer Pricing

Job Description

As a Treasury Associate in Global Treasury, you will manage Funds Transfer Pricing and Liquidity Premium Pricing policy, rate publishing, execution, and the end-to-end FTP process.

Global Treasury is a function responsible for managing the firm's liquidity and funding positions, establishing funds transfer pricing policy, analyzing the firm's line of business and consolidated earnings at risk, executing the firm's securitization programs, managing the firm's relationships with rating agencies and fixed income investors and optimizing the structure and price for all corporate insurance policies for the firm.

The Treasury Associate will join the Funds Transfer Pricing team in Delaware. The role is focused on Funds Transfer Pricing and Liquidity Premium Pricing policy, rate publishing, execution, and the end-to-end FTP process. This individual will participate in Transfer Pricing related matters, including completing analysis of Treasury's existing and new transactions in regards to impact on financials, risk, balance sheet, polices, and methodologies.

Job responsibilities

• Manage Funds Transfer Pricing and Liquidity Premium Pricing policy.
• Publish and execute rate changes.
• Oversee the end-to-end FTP process.
• Transfer interest rate and liquidity risks from lines of business into Treasury.
• Analyze Treasury's existing and new transactions for financial, risk, and balance sheet impact.
• Collaborate with senior front office, finance, and risk management professionals.
• Gain visibility into various bank products and firm initiatives.
• Partner extensively with colleagues across lines of business, Treasury, and other Corporate functions.

Required qualifications, capabilities, and skills

• Strong quantitative and analytical background with an understanding of fixed income / bond analytics
• Familiarity with bank regulatory capital and liquidity rules
• Ability to work under pressure
• Excellent oral and written communication skills
• Demonstrated ability to partner effectively across different businesses and functional areas
• Ability to retrieve and analyze large data sets from Database
• Comfortable using AI, LLM Suites and similar platforms to build automation of processes
• Willingness to edit existing Code to produce alternative sets of Data

Preferred qualifications, capabilities, and skills

• Strong skills in MS Excel, Co-Pilot, Basic Python and Databricks/ VBA knowledge preferred
• Experience wholesale and/or retail banking products, preferably with a wide range of experience with quantitative, financial and risk management concepts