Liquidity Risk Analyst — Reg YY & Stress Testing

Selby Jennings; New York (NY); On-site; USD 95,000 - 130,000; Full time

Job summary

Selby Jennings in New York City is seeking a Treasury Risk Analyst to monitor liquidity risk and perform stress tests to gauge cash movements and interest-rate sensitivity. You will work in a lean team with visibility and growth opportunities.

The ideal candidate has 2-3+ years of liquidity or interest-rate risk experience, with knowledge of Reg YY, FR 2052a, and LCR, and a BA/BS in finance, economics, or a related field.

Qualifications

• 2-3+ years of experience in liquidity or interest rate risk.
• Understanding of risk products and liquidity regulations like Reg YY, FR 2052a, LCR.
• Knowledge of traded, banking and liquidity products is preferred.

Responsibilities

• Perform stress tests to assess the company's liquidity risk.
• Engage with regulators and lead regulatory initiatives.
• Maintain stress tests to evaluate the Interest Rate Risk Framework.
• Monitor and evaluate drivers in metrics like NII, EaR, EVS and EVE.

Skills

Liquidity risk

Interest rate risk

Stress testing

Reg YY

FR 2052a

LCR

Education

Bachelor's degree in finance or economics

Job description

Selby Jennings in New York City is seeking a Treasury Risk Analyst to monitor liquidity risk and perform stress tests to gauge cash movements and interest-rate sensitivity. You will work in a lean team with visibility and growth opportunities.

The ideal candidate has 2-3+ years of liquidity or interest-rate risk experience, with knowledge of Reg YY, FR 2052a, and LCR, and a BA/BS in finance, economics, or a related field.