ACCOUNTING & FINANCE PLACEMENTS PHONE: 212-856-9888 FAX: 212-856-0826 info@marcusjobs.com

ACCOUNTING & FINANCE PLACEMENTS PHONE: 212-856-9888
FAX: 212-856-0826
info@marcusjobs.com

06
APR
2016

Liquidity and Interest Rate Risk Management

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Large Global Bank seeks an Associate Director to join their Liquidity and Structural Interest Rate Risk Management team to assist in establishing the liquidity risk management framework and controls for the firm’s combined US operations.

 

Responsibilities:

  • Responsible for engaging in the independent review of liquidity risk management and structural interest rate risk management.
  • Review, assess and challenge cash flow projections and stress test assumptions, and the monitoring and reporting on risk limits.
  • Contribute to the development of policies and procedures and to the development of regular reporting packages for senior management.
  • Establish the liquidity risk management framework and controls for US Operations.
  • Control independent oversight and review of the liquidity and funding management functions.
  • Facilitate and Conduct review of liquidity stress tests and plans, and the methods and models used to manage liquidity.
  • Review, assess, and challenge cash flow projections.
  • Aid in establishing and monitoring liquidity limits.
  • Monitor the impact of new business lines and products on the liquidity of US Operations in relation to the accepted liquidity risk tolerance.
  • Help create and survey the risk control framework for interest rate risk in the banking book for US Operations.

 

Qualifications:

  • Experience at a large financial institution, specifically in liquidity and interest rate risk management.
  • Knowledge of US bank regulations for capital, liquidity, and interest rate risk management.
  • Understand cash flow projections, LCR, NSFR computations, etc.