Social Capital Resources
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Social Capital Resources provided pay range This range is provided by Social Capital Resources. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $100,000.00/yr - $125,000.00/yr
Top-Tier Bank in Midtown, Manhattan is seeking a Liquidity & Market Risk AVP!
Responsibilities:
Responsible for overseeing the company's liquidity management strategy and market risk framework.
Leading a team to ensure adequate liquidity to meet operational and regulatory requirements while safeguarding against market volatility
Identification, assessment, monitoring, measurement, analysis, communication and reporting on market risk and liquidity risk
Provide strategic insights to executive leadership on risk exposures and capital management.
Work with internal stakeholders to optimize liquidity positions and ensure regulatory compliance.
Qualifications:
Demands strong expertise in financial markets, risk management principles, and regulatory requirements, with a focus on optimizing balance sheet efficiency and capital usage.
Bachelor's Degree in Quantitative discipline required.
Advanced degree preferred
3+years of related experience in market risk, treasury or asset liability management
Certificate of FRM is a preferred
Strong understanding of market risk models, liquidity strategies, and regulatory frameworks.
Mandarin speaking is a must have
Seniority level Associate
Employment type Full-time
Job function Finance
Industries Financial Services and Banking
#J-18808-Ljbffr
Get AI-powered advice on this job and more exclusive features.
Social Capital Resources provided pay range This range is provided by Social Capital Resources. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range $100,000.00/yr - $125,000.00/yr
Top-Tier Bank in Midtown, Manhattan is seeking a Liquidity & Market Risk AVP!
Responsibilities:
Responsible for overseeing the company's liquidity management strategy and market risk framework.
Leading a team to ensure adequate liquidity to meet operational and regulatory requirements while safeguarding against market volatility
Identification, assessment, monitoring, measurement, analysis, communication and reporting on market risk and liquidity risk
Provide strategic insights to executive leadership on risk exposures and capital management.
Work with internal stakeholders to optimize liquidity positions and ensure regulatory compliance.
Qualifications:
Demands strong expertise in financial markets, risk management principles, and regulatory requirements, with a focus on optimizing balance sheet efficiency and capital usage.
Bachelor's Degree in Quantitative discipline required.
Advanced degree preferred
3+years of related experience in market risk, treasury or asset liability management
Certificate of FRM is a preferred
Strong understanding of market risk models, liquidity strategies, and regulatory frameworks.
Mandarin speaking is a must have
Seniority level Associate
Employment type Full-time
Job function Finance
Industries Financial Services and Banking
#J-18808-Ljbffr