An International Investment Bank is hiring an AVP to cover Liquidity Risk and Interest Rate Risk for the firm's risk management function for their NY office.
The hire will be responsible for the oversight of liquidity and interest rate risk, monitoring liquidity risk across ALM, derivatives, investment portfolios, and funding, reporting and analytics, and managing early warning indicators, stress testing, and regulatory functions.
The firm is ideally looking for candidates with 3+ years of experience, knowledge of coding in Python and VBA, proficiency with risk analytics, and prior experience with liquidity or treasury risk.
- Managing the oversight of liquidity risk monitoring and analytics
- Managing Liquidity Risk Early Warning Indicators, cash flow stress testing and limits framework
- Preparing and presenting reports to committees ad regulatory requests
- 3+ years of experience in liquidity risk
- Programming experience in MS Excel and VBA
- Strong analytical, technical, and interpersonal skills
- Knowledge of financial products including interest rates, fixed income, and derivatives