Liquidity Metrics Analyst

Liquidity Metrics Analyst

Digital Transformation

Company: Treliant Capital Markets

Website: www.treliant.com

Location: New York

Permanent/Contract: either

We are looking for expert Quantitative Analysts, with a strong data background, to join a newly developed, dedicated team, responsible for building reporting, output monitoring and analysis, and managing escalations of dataset results in LRM.

Who are we?

Treliant is a global consulting firm serving banks, mortgage originators and servicers, FinTechs, and other companies providing financial services. We are led by practitioners from the industry and the regulatory community who bring deep domain knowledge to help our clients drive business change and address the most pressing compliance, regulatory, and operational challenges.

We provide data-driven, technology-enabled advisory, implementation, and staffing solutions to the regulatory compliance, risk, financial crimes, and capital markets functions of our clients.

Founded in 2005, Treliant is headquartered in Washington, DC, with offices in New York, London, Belfast, Northern Ireland and Łódź, Poland. For more information visit www.treliant.com.

About the role

The LRM (Liquid and Readily Marketable) framework is used to assess the liquidity of the Bank's SFT and OTC Derivatives collateral pool, as well as the liquidity of Derivative Financing Transactions reference obligations.

This role will involve:

• Building reports for framework results analysis
• Highlighting any anomalies
• Challenge/Support framework outputs using supporting evidence from data sources
• Generate divergence reports, with analysis of the results
• Present regular data sets and reports to LRM TAG

Who are we looking for?

Qualifications & Experience

• Strong educational background - Degree (CQF / Masters would be an advantage)
• 3-5 years' experience within Risk
• Prior experience in trading/risk management of Equities (ETFs, Indices, single names) or Fixed Income (Government, Corporate, Muni) securities
• Financial markets and products knowledge including familiarity with various Fixed Income, Equities, and Commodities financial instruments and transaction types (OTC Derivatives, Repo and Securities Lending, Futures & Options)
• Strong quantitative and analytical skills
• Experienced in liquidity risk metrics
• Sound understanding of regulatory frameworks (LCR HQLA rules, FAS 157 leveling, Uncleared Margin Rules collateral eligibility, etc.)
• Familiarity with key liquidity metrics for Fixed Income and Equity securities
• Confident with large datasets
• Good systems knowledge, in particular Python and VBA
• Excellent communication skills

Professional Skills

Communication - advanced interpersonal & communication skills. Able to liaise confidently with senior stakeholders, either over the phone or via email

Team player - able to work well within dynamic and goal-focused teams

Process driven - able to become quickly proficient in new processes and systems

Detail-focused - very strong attention to detail

Multi-tasking - highly organized and able to balance various responsibilities simultaneously

Professionally skeptical - able to identify and flag up anomalies for review

Decision-making - strong decision-making in a fast-paced and pressurized environment

Commitment - strong work ethic and delivery focused

Why Treliant?

Career Development - We put an emphasis on personal and professional growth and provide all the training you'll need to become a highly skilled Treliant consultant, with programs covering Finance, Regulatory, Technology and Operational aspects of investment banking. On top of that, we also provide support in obtaining highly sought-after industry-recognised qualifications.

Clients - As a Treliant consultant, you will be working with some of the top clients in the financial services marketplace such as top tier Investment Banks. Our roles place you at the cutting edge of the projects on which you'll be working, and giving you the opportunity to learn from, work with and build relationships with the very best within those companies.

Rewards - Treliant offer our permanent staff an excellent compensation package, including generous Base Salary, Bonus, Holiday package, Medical, Dental, Vision and Life Insurance and Pension Scheme.

Core Values - Whether you are a Client or an Employee, Treliant wants the best for you. All our relationships are based on our Core Values: Innovation, Nurture, Solutions, Potential, Inclusiveness, Resilience & Evolution.

Diversity & Inclusion - We value inclusiveness and aspire to reflect this in our workforce. We welcome applications from people from all sections of the community, irrespective of ethnicity, gender, age, disability, sexual orientation, religion or belief.

 

Right to Work

Treliant Capital Markets is not in the position to provide sponsorship for this current position and so applicants must be able to work in the United States without requiring sponsorship

 

Please note, Treliant Capital Markets receive a high volume of applications for all roles.  While we will endeavour to respond to all applicants, this is not always possible. Should you not receive a response to your application within 2 weeks, it is likely that you have been unsuccessful on this occasion.  However, we would like to retain your details on our systems for 6 months and may contact you should another potentially suitable vacancy arise.