Sid Basu

About Sid Basu

Finance leader with a Wharton MBA and two decades of experience in capital markets strategy, M&A, and treasury management. Expertise in risk mitigation, asset-liability management, and liquidity optimization, with a proven track record advising Fortune 500 companies on complex financing structures and leveraging technology to enhance efficiency.Select Career Highlights- Treasury & Financial Risk Advisory: Advised Fortune 500 and multinational corporations on managing $10B+ in foreign currency and interest rate exposures, designing hedging strategies that reduced P&L volatility by up to 30% and improved cash flow predictability. Led the execution of $5B+ in interest rate and FX hedging transactions, optimizing capital structure and risk-adjusted returns while ensuring compliance with ASC 815 and IFRS 9 hedge accounting standards- M&A & Post-Acquisition Integration: Led the integration for a $3.5B cross-border acquisition, ensuring seamless consolidation of banking operations, liquidity management, and risk controls across 20+ global entities. Developed a 30-60-90 day treasury integration roadmap, ensuring alignment across legal, tax, and financial reporting teams. Accelerated full integration 3 months ahead of schedule, optimizing treasury efficiency and mitigating financial risks- Liquidity Management: Led a global liquidity optimization initiative for a $90B multinational corporation with 30+ subsidiaries across 10+ currencies. Reduced trapped cash by 40%, unlocking $500M+ in idle capital through cross-border cash pooling structures and notional pooling agreements. Developed a rolling 12-month cash flow forecasting model, increasing forecast accuracy from 60% to 90%, enhancing liquidity planning. Negotiated $1B+ in committed credit facilities with global banks, improving financial flexibility and reducing short-term borrowing costs by 30bps- Asset-Liability Matching (ALM) & Duration Gap Management: Led a balance sheet optimization initiative to mitigate interest rate risk across a $5B+ fixed-income portfolio. Through duration gap analysis, identified a 25% mismatch between asset and liability durations, exposing the firm to yield curve risks. Implemented a strategic response by rebalancing $1.2B in floating-rate assets to align with variable liabilities, executing $500M in interest rate swaps, converting floating-rate liabilities to fixed-rate to stabilize cash flows; reducing earnings volatility by 18% and increasing net interest margin (NIM) stability under various rate scenarios.

Experience

1. Director, Treasury Capital Markets

   Charles Schwab

   Jul 2025 — Present · Denver, CO, US

   Lead Schwab’s Market Risk function within Treasury, with oversight of risk analytics and strategic guidance for the firm’s $400B+ investment portfolio spanning agency MBS, Treasuries, and corporate credit.Advise senior leadership on interest rate, duration, convexity, and liquidity risks to inform asset allocation decisions and strengthen portfolio resilience amid evolving market dynamics.Partner across ALM, Risk, and Investment Strategy teams to implement hedging frameworks and support capital-efficient balance sheet management.

Education

• The College of St. Scholastica

  Bachelor's of Arts, Economics

• American University

  Washington Semester, Economic Policy

• New York University

  Commercial Real Estate Investment Analysis

• The Wharton School

  Master of Business Administration - MBA, Strategic Management, Innovation and Entrepreneurship

• St. Cloud State University

  Bachelor's of Science, Accounting