Special Skills: Liquidity metrics and reporting requirements across US, Japan, and International (Basel Committee) regulations; business mix and liquidity stress models of both Bank and Broker/Dealer entities including experience modeling or managing complex financial products required; financial reporting, Liquidity reporting, early warning indicators, stress testing, and risk systems– Oracle ledger, Prism/REVAL, Daisy, Star, Polaris, Axiom, RegReporter; Dodd-Frank Section 165 liquidity stress testing and related governance frameworks; Treasury transformation initiatives and internal system upgrades; ELF Database, Python, SQL, Power BI; Financial risk modeling techniques. Support compliance with U.S. regulatory requirements for the Daily Liquidity positioning report and internal liquidity stress testing, Liquidity Coverage ratio, Stable Funding ratio and short-term wholesale funding reports for Consolidated US Operations, the US “Bank Holding Company”, as well as Sumitomo Mitsui Financial Group, Inc. for Tokyo Head office reporting, while collaborating with Treasury, Risk, Finance, and Operations teams to ensure accurate and timely reporting.