Liquidity Risk Management - AVP

Employer
Selby Jennings QRF
Location
New York, New York, US
Salary
Competitive
Posted
Nov 20, 2020
Closes
Nov 24, 2020
Ref
0ff96cbba2c1
Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
A leading international investment bank is looking to add a member to their Liquidity Risk Management team, sitting in New York! This hire will be a part of a team responsible for reporting on liquidity and funding risks for the US entity of the bank and will also be ensuring compliance with Enhanced Prudential Standards and liquidity requirements for Foreign Bank Organizations. The person in this role will be a core member of the Liquidity Risk Management team, responsible for conducting liquidity risk analysis and updating policies, procedures and various tools used to continually monitor liquidity risk. This role will require the candidate to be comfortable interfacing with senior leaders and stakeholders across the business.

What You Will Be Doing:
  • Compiling a suite of daily and monthly liquidity risk related reports for US Bank Operations
  • Monitoring liquidity risk and ensuring adherence to the liquidity reporting framework by measuring daily activity versus established liquidity risk limits
  • Scope includes Liquidity Stress Testing and Monitoring of Funding Concentrations and Early Warning Indicators
  • Consolidating the liquidity risk reporting of each subsidiary and branch into cohesive MI packages for senior management
  • Collaborating with groups across the business including Audit, Data Management, Finance, Treasury and I.T to ensure end-to-end completeness with all processes related to Liquidity Risk Reporting
  • Assisting with other team initiatives including automation and enhancement of current reporting suites, and refreshing of Liquidity Stress Testing assumptions
  • Responding to ad hoc liquidity requests posed by senior management in the US and Head Office
  • Updating liquidity risk policies and procedures as needed


What We Need from You:
  • 4-6 years of experience withing in a Treasury department or Liquidity Risk function at a large diversified financial institution
  • Ability to work with large sets of data and spreadsheets
  • Strong communication skills, both written and oral
  • Must be familiar with BIS and US Liquidity Risk concepts including:
    • Regulation YY
    • Liquidity Coverage Ratio and Net Stable Funding Ration
  • Must be familiar with financial statement analysis of banks
  • A bachelors degree in finance or accounting or something closely related