Market & Liquidity Risk Manager

Posted 06 November 2023
Salary Negotiable
Job type Permanent
Discipline Risk & Analytics
Contact NameConnor Nurse

Job description

General Description

Responsible for providing second line treasury oversight function for liquidity & interest rate risks

Essential Duties and Responsibilities

  • Assist with independent review of liquidity risk management framework, including stress testing methodologies and assumptions, contingency funding plans, and policies
  • Understand and review the bank's current IRRBB framework, including NII and EVE
  • Review investments and changes to assets and liabilities
  • Create and run additional scenarios thru ALM6 to provide additional understanding of the Bank's liquidity and IRRBB risks
  • Support review of treasury models and provide documentation
  • Create independent challenge to current liquidity and interest rate risk process
  • Build relationships and work closely with the Asset & Liability (ALM) team.
  • Perform other duties as requested

Skills, Education and Experience

  • Bachelor's degree in Business, Finance, Economics, or Accounting required; Master's degree a plus
  • 5-7 years of experience in Liquidity or Interest Rate Risk
  • Understanding of Empyrean as well as knowledge of Liquidity or Interest Rate Risk
  • Understanding of financial markets and management of liquidity or IRRBB
  • Strong ability to work independently/self-starter
  • Must be proficient in Microsoft Excel; Power BI a plus