Corporate Treasury Liquidity Planning & Coverage - Vice President

Morgan Stanley is a global leader in financial services, known for evolving and innovating to better serve clients worldwide. The Vice President in Treasury will work on internal and regulatory liquidity initiatives, manage capital and liquidity resources, and ensure compliance with governance and regulatory requirements.

Responsibilities:

• Collaborate with a varied group of colleagues in Finance and across the Firm
• Responsible for and lead a significant set of deliverables, leveraging advanced understanding of Finance functional area, product and/or client segment
• Proactively identify emerging risks in individual and department work and contribute to strategies for mitigating them
• Act as a role model and culture carrier; Embody and set an example of the Firm's values and hold yourself and others accountable to Firm standards
• Set and analyze Morgan Stanley's liquidity requirements driven by internal and regulatory metrics including the Internal Liquidity Stress Test (ILST), Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR)
• Work with Liquidity Controllers to run the various liquidity stress tests and resolve production issues as they occur
• Conduct analysis and enhance the internal liquidity stress test model as needed
• Coordinate with Liquidity Risk Department (LRD), Model Risk Management (MRM), Controllers and IT to implement model enhancements; includes writing business requirements and running user acceptance testing
• Forecast liquidity requirements for non-bank entities as part of the Comprehensive Capital Analysis and Review (CCAR)
• Work with Liquidity Controllers on attributing the liquidity reserve to each Business Unit
• Conduct the forecasting of Morgan Stanley's liquidity resources and requirements under various scenarios, liaising with Corporate Treasury Forecasting and Planning team, Firm Resource Strategy (FRS), Bank Chief Investment Office (CIO) and other Finance stakeholders
• Monitor Morgan Stanley's liquidity risk and keep various management committees such as Asset Liability Committees (ALCOs), and the Liquidity Risk Compliance Committee (LRCC) informed on the approach taken to manage liquidity risk
• Evaluate movements in the Firm's liquidity resources and requirements and present findings to senior management, including at various management committees
• Participate in the assessment of New Product Approval (NPA)
• Support regulatory requests including data analysis, liaising with other groups and presentation of findings
• Ensure that the liquidity stress test models and their corresponding documentation are kept up-to-date through regular recalibrations, ongoing performance monitoring and back testing
• Manage, attract, develop and retain talent for team within Finance while creating an inclusive environment; translate Firmwide goals into actionable goals for department/function