Associate Director - Collateral Optimization

Risk, Controls, and Governance

• Prepare collateral schedules and supporting documents for regulatory submission through Treasury Markets.
• Ensure adherence to internal controls, regulatory requirements, and policy standards.
• Identify operational risks and implement mitigation strategies.
• Maintain evidence of key controls and governance activities.
• Facilitate governance forums and provide management updates on collateral optimization initiatives.

Stakeholder Collaboration

• Work with Treasury, Legal, Credit, Risk, Business, Global Account Managers, Credit Portfolio Management, and Treasury Markets teams.
• Support engagement with businesses on collateral optimization strategies.
• Contribute to team training and development and reinforce appropriate culture and values.
• Challenge Treasury, Business, and Risk counterparts while maintaining open cooperation with regulators.

Essential Qualifications and Experience

• Degree in Finance, Economics, or a quantitative field is required.
• At least 8 years of experience in Treasury, Liquidity Risk, Treasury Markets, Asset Encumbrance, Regulatory Reporting, Credit Risk, or Collateral Management is required.
• Strong knowledge of liquidity regulations and central bank liquidity facilities is required.
• Experience with loan portfolios, collateral eligibility assessment, or secured funding processes is required.
• Advanced analytical, data validation, Excel, and data analysis capabilities are required.
• Experience managing regulatory processes with significant control and audit requirements is required.
• Experience with process automation, workflow tools, and AI-enabled process improvements is required.
• The role requires clear presentation of data-intensive numerical studies and effective stakeholder management.
• Candidates should be able to work independently and contribute as team players.

Preferred Qualifications

• FRM, PRM, CFA, or Chartered Accountant qualifications are advantageous.
• Experience with Federal Reserve Discount Window, ECB, Bundesbank, or other central bank collateral frameworks is preferred.
• Knowledge of LCR, NSFR, and stress liquidity management is preferred.
• Understanding of loans, commitments, and secured financing transactions is preferred.

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