Liquidity Risk Senior Analyst

About the role

The Corporate Liquidity Risk Management team is responsible for managing the liquidity risk of Truist Financial Corp (TFC) and its subsidiaries (e.g. Truist Bank, Truist Securities) by maintaining compliance with Truist's liquidity risk appetite. The team works closely with business partners from Capital Management, the Investment Securities Portfolio, Corporate Funding, and Asset-Liability Management (ALM) to develop and execute strategies supporting the treasury function in meeting its objectives with consideration given to key liquidity metrics.

The Liquidity Risk Analyst II role within the Liquidity Risk Management Team is responsible for calculating, reporting, and monitoring key liquidity metrics while assisting with the execution of liquidity risk governance, risk identification, and strategy of Truist.

Position type: Regular. Language fluency: English (required). Work shift: 1st shift (United States of America).

Responsibilities

• Lead the end-to-end execution of the daily liquidity metric calculation for Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and daily liquidity risk limits, including full understanding of the metrics and the systems/processes used to calculate each.
• Lead the daily reporting of the overall Contingency Funding Plan (CFP) status via the Early Warning Indicator Dashboard (EWIs), accompanying the daily calculation of the Early Warning Indicator Dashboard to gauge potential liquidity stress events and mitigating factors.
• Lead the daily forecast for the month-end estimate of the Liquid Asset Buffer (LAB) and LAB Coverage Ratios.
• Lead the end-to-end execution of the calculation of monthly liquidity risk limits, including full understanding of the metrics and systems/processes used, and report risk limits to Market Risk Liquidity and Capital Committee (MRLCC) meetings, MRLCC subcommittee meetings, Board of Director and Board Risk Committee meetings, and/or Executive Leadership meetings.
• Own governance for key responsibilities assigned, including execution of controls and management of related policies, methodologies, and procedures.
• Work with Investment Securities Portfolio team to complete HQLA monetization testing.
• Work with internal and external partners identifying and monitoring risk, including Truist Risk Management Organization (RMO), Finance Business Unit Risk Manager (BURM), and Truist Audit Services (TAS), including assisting in remediation of identified issues.