A top International Investment Bank is looking to hire a Liquidity Risk AVP to cover liquidity and interest rate risk for the firm's 2nd line risk management function.
The hire will be responsible for the oversight of liquidity and interest rate risk, covering the monitoring of liquidity risk across ALM, derivatives, investment portfolios, and funding, reporting and analytics, and managing early warning indicators, stress testing, and regulatory functions.
The firm is ideally looking for candidates with around 3 years of experience, knowledge of coding in Python and VBA, deeply analytical backgrounds, and prior experience with liquidity or treasury risk.
The role can sit in either the LA or NY locations and will start on a hybrid schedule.
- Oversight of liquidity risk monitoring and analytics
- Managing liquidity risk Early Warning Indicators, cash flow stress testing an limits framework
- Preparing and presenting reports to committees ad regulatory requests
- Ad-hoc analysis
- 3+ years of experience in liquidity risk
- Programming experience in MS Excel and VBA, and the ability to write a basic macro
- Strong analytical, technical, and interpersonal skills
- Knowledge of financial products including interest rate, fixed income, and derivatives