Jobs via eFinancialCareers
VP - Liquidity Risk Management - Selby Jennings
Jobs via eFinancialCareers, New York, New York, us, 10261
Overview
A Global Investment Bank in NYC is looking to hire a VP level candidate on their Liquidity Risk Management team. This individual will join the broader Treasury Risk function and provide Liquidity Risk Oversight over the firm\'s activities in relation to the banking book, markets activity, CFP, RRP, and lead initiatives relating to the firm\'s ILST. The firm is targeting individuals with 5+ years working in a Liquidity Risk, Treasury, Liquidity Management, Funding, or ALM function. Candidates who have deep expertise in Capital Markets Products, derivatives, etc. would be a plus. Responsibilities
Assist in the development of the firmwide liquidity risk framework Maintain and develop Liquidity Stress Tests to evaluate the effectiveness of the Liquidity Risk Framework Engage with internal and external regulators and lead the firm\'s regulatory initiatives Perform quantitative analytics in response to Liquidity Stress Tests such as LCR computation Assist in the establishment and determination of Liquidity Limits Review and challenge all Liquidity Risk initiatives Qualifications
5+ years working in a Liquidity Risk or Liquidity Management function within Treasury Strong working knowledge of Liquidity and Balance Sheet Management Ability to work with large data sets, and perform quantitative analysis Deep understanding of US Regulations for Liquidity, Balance Sheet Management, and Capital Adequacy Seniority level
Executive Employment type
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A Global Investment Bank in NYC is looking to hire a VP level candidate on their Liquidity Risk Management team. This individual will join the broader Treasury Risk function and provide Liquidity Risk Oversight over the firm\'s activities in relation to the banking book, markets activity, CFP, RRP, and lead initiatives relating to the firm\'s ILST. The firm is targeting individuals with 5+ years working in a Liquidity Risk, Treasury, Liquidity Management, Funding, or ALM function. Candidates who have deep expertise in Capital Markets Products, derivatives, etc. would be a plus. Responsibilities
Assist in the development of the firmwide liquidity risk framework Maintain and develop Liquidity Stress Tests to evaluate the effectiveness of the Liquidity Risk Framework Engage with internal and external regulators and lead the firm\'s regulatory initiatives Perform quantitative analytics in response to Liquidity Stress Tests such as LCR computation Assist in the establishment and determination of Liquidity Limits Review and challenge all Liquidity Risk initiatives Qualifications
5+ years working in a Liquidity Risk or Liquidity Management function within Treasury Strong working knowledge of Liquidity and Balance Sheet Management Ability to work with large data sets, and perform quantitative analysis Deep understanding of US Regulations for Liquidity, Balance Sheet Management, and Capital Adequacy Seniority level
Executive Employment type
Full-time Referrals increase your chances of interviewing at Jobs via eFinancialCareers by 2x
#J-18808-Ljbffr