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VP, Liquidity/Treasury Risk Oversight

  • Job type: Permanent
  • Location: New York
  • Salary: $80000 - $190000 per annum
  • Job reference: wsvraefceasef
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 20/06/2017
A bank is looking for a stand-out candidates to join their team within their liquidity and treasury risk oversight group. The Liquidity Risk candidates should be prepared to work for a world-class institution in a dynamic and collaborative environment that will offer long-term growth potential. They will be responsible for maintaining and monitoring the oversight of liquidity and treasury risk for the organization, ensuring that the regulations, timelines, and policy are adhered to. 

The ideal candidate should be able to take a macro and micro level view of the analysis in order to make adjustments as needed throughout the various processes and communicate these findings across groups. They should also possess strong communication skills as they will be tasked with reporting their findings to senior leaders within the business. They will also be required to maintain stress-testing frameworks to manage and mitigate risk according to current/new regulatory standards.

  • Communicate and collaborate cross functionally across various lines of business in order to create and maintain risk strategies 
  • Present model related updates to both internal and external stakeholders
  • Define and coach expectation to a team 
  • Demonstrate strong organizational skills to ensure timely completion of projects
  • Ensure government and internal regulations are follow at all times
  • Coordinate with the Managing Director of 
  • Lead the implementation of new and improved models to both immediate team and alternate lines of business
  • Stand out communication and organization skills, both verbal and written
  • Strong programming and coding knowledge (SAS, SQL, Python, MATLAB, QRM, Access/VBA, etc)
  • Collaborative and dynamic worker
  • Ability to meet and exceed deadlines
  • Knowledge or background in Capital Markets, market risk, treasury, liquidity, or risk
  • Background or experience in modeling
  • Quantitative degree 
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