Vice President - Liquidity Risk - BFS

Vice President - Liquidity Risk

Responsibilities:

- Develop in-depth understanding of the firm's liquidity risk and accrual rates risk under different scenarios; identify and challenge qualitative assumptions

- Work with engineering teams to model liquidity risks under various stress scenarios; propose, calibrate, and implement appropriate assumptions

- Develop and implement governance frameworks and policies for controlling the firm's accrual rates risk

- Monitor risk taking and limit utilization; engage in breach remediation, and escalation workflow

- Engage directly with Corporate Treasury and risk taking businesses to understand strategy, assess new activities, enforce limits, comply with regulatory requirements, and challenge proposals

- Engage periodically with regional regulators to explain the firm's risk posture, clarify rule interpretations, respond to analysis and data requests, and support advocacy discussions

Skills And Relevant Experience:

- 6+ years of relevant experience in banking or capital markets with exposure to liquidity risk or accrual rates risk management, preferably in Treasury or Treasury oversight function

- Strong academic background and quantitative skills

- Interest in financial markets and risk management, motivated by learning and continuous improvement

- Ability to work independently, form own judgment/opinions, provide insights and drive change

- Proactive with strong analytical, interpersonal and communication skills and ability to build relationships remotely

- Ability to interact with and build relationships with people from different departments and levels of seniority

- Strong verbal and written communication skills

- Prior knowledge of liquidity risk or interest rate risk metrics (Liquidity Coverage Ratio, Net Stable Funding Ratio, Internal stress testing, Interest Rate Risk in the Banking Book, Economic Value of Equity) is preferred