Sr. Liquidity Risk Manager

Corporate Treasury is responsible for managing the Company's wholesale funding needs, fixed income securities and warrant portfolios, interest rate risk and liquidity risk. Treasury also manages capital planning activity including the projection of capital levels, executing the annual capital plan, and capital stress testing. We provide the bank, its businesses and other stakeholders with key information, policies, standards, metrics and methodologies. We work with SVB's business units, regulators and other stakeholders to ensure that the bank's financial resources are managed prudently on behalf of our shareholders.

The responsibilities for this position include monitoring liquidity levels and requirements of SVB Financial Group and its subsidiaries and assessing the impact of balance sheet activities on SVB's liquidity profile. This position is equally focused on the maintenance and development of financial models, interpreting and understanding regulatory guidance, liquidity planning, and reporting. Given the Company's position relative to CCAR readiness and the post-CCAR environment, there is a lot of room for creativity and growth.

Primary Responsibilities: (Example: Functions, deliverables, duties, and management responsibilities)
 Play a key role in the ongoing enhancement of our liquidity stress testing framework.
 Lead the analysis to understand depositor behavior at the segment and client level. Utilize trend data to forecast deposit levels and develop additional data points around core vs. non-core deposits.
 Assist in the establishment of data infrastructure for liquidity risk management in conjunction with IT.
 Develop a statistical assessments of operating cash needs and intraday liquidity with the end goal of providing the funding and cash management team guidelines on how much cash to maintain on a daily basis.
 Assist in the preparation of Asset Liability Committee reports related to capital and liquidity.
 Assist in the preparation of quarterly peer analysis and peer benchmarking.
 Contribute to the annual stress testing process (DFAST, CCAR).
 Serve as a liaison to Model Risk Management and Internal Audit personnel as requested.

The individual in this position collaborates regularly on processes, assumptions and methodologies with a variety of business units including Enterprise-wide Risk Management, Treasury, Credit Portfolio Analytics, and Financial Planning & Analysis.

Qualifications
Intimate and advanced knowledge of financial analysis, including the analysis of balance sheets, income statements, and common banking products and instruments (non-maturity demand deposits, interest-bearing deposits, loan and credit commitment structures, fixed income investment, etc.) is needed. Must be a fast learner and be able to operate independently with little supervision once up to speed in the role. Must be proficient with common tools such as spreadsheets and databases . Must have the ability to organize resources and manage time constraints with minimal supervision.

Education & Experience Requirements :

• Bachelor's degree in Economics, Accounting or Finance is required with a preference for completed MBA program and/or CFA designation.
• Experience in developing and maintaining financial forecasting models. Familiarity with Matlab, R, SAS is a plus.
• Knowledge of various financial instruments.
• Understanding of the banking regulatory environment emphasizing familiarity with guidelines on liquidity management, capital planning & stress testing, and model development.
• Strong attention to detail.
• High level of comfort dealing with ambiguity and large amounts of data.
• Strong communication skills and ability to be diplomatic in challenging situations.
• Ability to work well under pressure and under tight deadlines.
• Team-first approach.