New York,
NY
10036
US
Posted: 09/28/2022
2022-09-28
2023-04-22
Employment Type:
Direct Hire
Industry: Banking, Financial Accountant
Job Number: 39040
Pay Rate: 100,000
Job Description
AVP Market and Treasury Risk Manager
Seeking an AVP/VP to join an active Treasury Risk Management team. The main purpose of this function is to be responsible to produce/improve Treasury reports and processes. Main tasks include but are not limited to developing/improving and maintaining up-to-date reports, stress tests and pertinent documentation.
Additionally, the manager will work with other areas to enhance Treasury Risk control and will have some exposure to external and internal auditors.
Responsibilities:
- Prepare, analyze, and structure large data sets involving proprietary investment portfolio, historical balances and incomes, through different systems, Excel and SQL
- Execute and improve daily reports related to Liquidity, Liquidity scenarios, Limit controls, and Treasury P&L
- Perform stress test on the broker dealer, presenting to its Risk Management Committee
- Maintain and update Model Review documentation
- Oversee the process of preparing, compiling, and analyzing large data sets involving financial data, historical balances, and incomes, thru systems, Excel and SQL, as well as development of financial reports for senior management.
- Execute and improve daily reports related to Liquidity, Liquidity scenarios, Limit controls, and Treasury results.
- Execute, improve, and maintain a third-party Asset Liability Management model.
- Maintain and update Asset Liability Management system documentation of assumptions, improvements, and implications of financial modeling that drive Economic Value of Equity and Net Interest Income.
- Provide support to respond to regulatory and internal examinations and audits.
- Review policies and protocols to ensure the bank’s activities (in Treasury Risk Management) comply with U.S. regulatory requirements as well as the bank’s international best practices and procedures.
- Perform other duties as assigned
Qualifications:
Experience
- Bachelor’s Degree in Finance, Economics, Accounting, Engineering or equivalent.
- Previous knowledge of Bancware (ALM) and/or Calypso is a plus.
- 3+ years’ experience in Market/Liquidity risk management, Treasury P&L, investments, banking, or related area.
Skills
- Strong analytical and problem-solving skills. Good communication, intellectual curiosity, and hands-on attitude. Ability to work well in a fast paced, detail oriented, deadline driven environment, dealing with multiple projects simultaneously.
- Advanced knowledge in Excel is a must. Proficiency with Bloomberg and SQL preferred
targeted base salary of $100K to $130K
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