Selby Jennings
Overview
AVP - Market Risk and Treasury at Selby Jennings. A Tier 1 American Investment Bank is looking to hire a VP/Director level candidate on their IRRBB Management team to oversee Interest Rate Risk arising within their US Legal Entities. This individual will sit in the greater Corporate Treasury function and provide Interest Rate Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's buildout of their IRRBB Team. The firm is targeting individuals with 8+ years working in an IRRBB, Treasury, or ALM function and is known for its strong culture and work-life balance. Base pay
Base pay range:
$185,000.00/yr - $250,000.00/yr Responsibilities
Assist in the development of the firmwide Interest Rate Risk framework Maintain and develop Stress Tests to evaluate the effectiveness of the Interest Rate Risk Framework Monitor and evaluate various metrics related to NII and EVE Engage with internal and external regulators and lead the firm's regulatory initiatives Perform quantitative analytics in response to Stress Tests such as NII forecasting, and deposit studies Qualifications
7+ years working in a 1LOD or 2LOD ALM/IRRBB function Familiarity with NII, EVE, and other Interest Rate Risk Metrics Ability to work with large data sets, and perform quantitative analysis Knowledge of Traded Products (Rates, FX, Equities, Commodities, etc.) Deep understanding of US Regulations for Interest Rate Risk, Balance Sheet Management, and Capital Adequacy Seniority level
Director Employment type
Full-time Job function
Finance Industries: Investment Banking Referrals increase your chances of interviewing at Selby Jennings by 2x
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AVP - Market Risk and Treasury at Selby Jennings. A Tier 1 American Investment Bank is looking to hire a VP/Director level candidate on their IRRBB Management team to oversee Interest Rate Risk arising within their US Legal Entities. This individual will sit in the greater Corporate Treasury function and provide Interest Rate Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's buildout of their IRRBB Team. The firm is targeting individuals with 8+ years working in an IRRBB, Treasury, or ALM function and is known for its strong culture and work-life balance. Base pay
Base pay range:
$185,000.00/yr - $250,000.00/yr Responsibilities
Assist in the development of the firmwide Interest Rate Risk framework Maintain and develop Stress Tests to evaluate the effectiveness of the Interest Rate Risk Framework Monitor and evaluate various metrics related to NII and EVE Engage with internal and external regulators and lead the firm's regulatory initiatives Perform quantitative analytics in response to Stress Tests such as NII forecasting, and deposit studies Qualifications
7+ years working in a 1LOD or 2LOD ALM/IRRBB function Familiarity with NII, EVE, and other Interest Rate Risk Metrics Ability to work with large data sets, and perform quantitative analysis Knowledge of Traded Products (Rates, FX, Equities, Commodities, etc.) Deep understanding of US Regulations for Interest Rate Risk, Balance Sheet Management, and Capital Adequacy Seniority level
Director Employment type
Full-time Job function
Finance Industries: Investment Banking Referrals increase your chances of interviewing at Selby Jennings by 2x
#J-18808-Ljbffr