Phaidon international
VP - Liquidity Risk Management
Selby Jennings, Manhattan, United States
Posted 24 days ago • Hybrid • Permanent • USD150000 - USD200000 per year + Bonus
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 a 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
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business. Whether that be Quantitative Analytics or related fields.
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Posted 24 days ago • Hybrid • Permanent • USD150000 - USD200000 per year + Bonus
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 a 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
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business. Whether that be Quantitative Analytics or related fields.
More opportunities More jobs from the company
Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today.
#J-18808-Ljbffr