Enterprise Risk Management has formed a team called Risk Appetite, Policy, and Limits to link risk appetite statements and limit-setting practices with key business strategies.
Tasks include:
-Perform financial and risk analytics on cash-flows, repurchase and reverse repurchase agreement transaction data and other secured and unsecured funding and liquidity related data sets to help identify critical risk areas and mitigation plans
- Work cross-functionally / cross-businesses to develop the definition and implementation of robust liquidity metric/ratio definitions and reporting
- Contribute to the enhancement of existing contingency funding plans for the parent and business units and associated liquidity reserves
- Help evaluate/develop Treasury based policy and procedure documentation to ensure adequate coverage
- Coordinate with risk analytics and reporting staff to identify relevant segments that contribute to setting appropriate liquidity risk tolerance levels and limits
- Prepare internal reports and presentations surrounding funding and liquidity risk for senior ERM leadership team, various risk committees, and business units.
Position Requirements:
-Understanding of funding and liquidity risk concepts such as contingency funding plans, cash flow forecasting, liquidity stress testing, secured funding collateral requirements, funds transfer pricing and standard liquidity ratios
- Understanding of governance and controls surrounding global treasury functions and familiarity with regulatory reporting requirements and dealing with regulatory requests
- Understanding of various capital markets instruments and funding vehicles
- Strong skills in manipulating data, extracting information from databases, and using the MS Office Suite of products and/or Bloomberg to prepare reports and/or presentations
- Bachelors degree in business, economics, finance, or other analytical field
- 3-5 years of experience working in a complex financial institution, preferably a large bank Academic exposure to and/or experience working with complex financial markets concepts and structures, financial analysis, and/or risk management desired; Excellent analytical and critical thinking skills, including a willingness and ability to understand financial market security structures and funding mechanics
- High level of self-initiative required, including an ability to balance and execute on multiple projects at once and to deliver results under tight time constraints
- Familiarity with fixed and variable annuity products, property and casualty insurance, and/or mortgage lending and insurance highly desired but not required.
-Perform financial and risk analytics on cash-flows, repurchase and reverse repurchase agreement transaction data and other secured and unsecured funding and liquidity related data sets to help identify critical risk areas and mitigation plans
- Work cross-functionally / cross-businesses to develop the definition and implementation of robust liquidity metric/ratio definitions and reporting
- Contribute to the enhancement of existing contingency funding plans for the parent and business units and associated liquidity reserves
- Help evaluate/develop Treasury based policy and procedure documentation to ensure adequate coverage
- Coordinate with risk analytics and reporting staff to identify relevant segments that contribute to setting appropriate liquidity risk tolerance levels and limits
- Prepare internal reports and presentations surrounding funding and liquidity risk for senior ERM leadership team, various risk committees, and business units.
Position Requirements:
-Understanding of funding and liquidity risk concepts such as contingency funding plans, cash flow forecasting, liquidity stress testing, secured funding collateral requirements, funds transfer pricing and standard liquidity ratios
- Understanding of governance and controls surrounding global treasury functions and familiarity with regulatory reporting requirements and dealing with regulatory requests
- Understanding of various capital markets instruments and funding vehicles
- Strong skills in manipulating data, extracting information from databases, and using the MS Office Suite of products and/or Bloomberg to prepare reports and/or presentations
- Bachelors degree in business, economics, finance, or other analytical field
- 3-5 years of experience working in a complex financial institution, preferably a large bank Academic exposure to and/or experience working with complex financial markets concepts and structures, financial analysis, and/or risk management desired; Excellent analytical and critical thinking skills, including a willingness and ability to understand financial market security structures and funding mechanics
- High level of self-initiative required, including an ability to balance and execute on multiple projects at once and to deliver results under tight time constraints
- Familiarity with fixed and variable annuity products, property and casualty insurance, and/or mortgage lending and insurance highly desired but not required.
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