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Liquidity Risk Manager - VP

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 328761/001_1560208096
  • Sector: Selby Jennings, Risk Management
  • Date posted: 10/06/2019

My client is seeking a Liquidity Risk professional to join a fast-paced team in a highly visible role that will report to the MD of Liquidity Risk, Americas. The individual will be tasked with conducting liquidity risk analysis in a volatile rates environment, performing liquidity risk stress testing, data analysis, and compiling liquidity reports for management. Given the lean team, the incoming individual will have the opportunity to spearhead initiatives, present to senior stakeholders, as well mentor junior individuals.

Responsibilities

  • Perform liquidity risk analysis and analyze the impact of interest rates on the firm's balance sheet
  • Conduct liquidity risk stress testing and monitor daily liquidity indicators and warnings for the Americas
  • Integrate risk reports for senior management and present to the Liquidity and US Risk committees
  • Analyze data and work with spreadsheets using SQL and VBA (pivot tables, vlookups)

Requirements

  • Liquidity Risk, Treasury, or ALM experience at an investment bank, insurance manager, asset manager, management consultancy, or regional bank
  • Grasp of liquidity risk concepts such as cash flow forecasting, interest rate risk analysis, liquidity stress testing
  • Skill-set in VBA and SQL
  • Familiarity with regulatory requirements such as Regulation YY, LCR, NSFR, 5G
  • Good communication skills, written and oral
  • Bachelors degree required, Masters preferred
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