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