Liquidity Risk Oversight Officer
Societe Generale
Responsibilities
The candidate will form part of the team working on liquidity management oversight for SG’s legal entities in the Americas, which represents over $ 200 billion in assets. Key responsibilities include:
• Execute on the defined responsibilities as part of the established continuous liquidity risk identification process
• Establish a formalized and proactive liquidity risk identification process to ensure Liquidity Risk Management (LRM) is well versed in internal and external factors. impacting liquidity risk, thereby enabling LRM to serve as an effective challenge function to Treasury.
• Develop, refine, and maintain liquidity risk policies and procedures in alignment with regulatory requirements.
• Contribute to the design, calibration, and maintenance of the liquidity risk limit framework.
• Execute on defined reporting responsibilities as it relates to committee presentations.
• Challenge liquidity risk models, including evaluating the reasonableness of inputs/assumptions and performing output analysis to test the functionality of the models.
• Propose modifications to the liquidity risk appetite and liquidity risk limits, as triggered via calibration or on a discretionary basis.
• Act as a liaison between liquidity risk and Treasury, as well as other key lines of business.
• Evaluate the appropriateness of key liquidity processes such as intra-day liquidity management, cash flow forecasting, collateral management, liquidity buffer management, and the contingency funding plan.
• Complete reviews of lines of business and product types to assess their overall impact to liquidity risk.
• Ensure liquidity is managed in compliance with internally established requirements and regulatory expectations.