Treasury Risk Analyst

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

A large global financial institution is looking to grow their Treasury Team and bring on a Treasury Risk Analyst to their New York City Office. This firm offers exposure across banking, asset management, institutional investor services, and global markets.

This person will be responsible for monitoring the company's liquidity risk through both internal and external regulations. This person will also be responsible for performing various stress tests and stress scenario updates to assess the company's cash movements and interest rate movements. This person will join a lean team with lots of visibility and the ability to take on more responsibilities and have opportunity for growth.

This ideal hire will have 2-3+ years of experience in liquidity or interest rate risk. This person will also have understanding of risk and market products as well as knowledge of various liquidity regulations such as Reg YY, FR 2052a, LCR, etc. Knowledge of various

Responsibilities:

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

Qualifications:

• 2-3+ years of experience in liquidity or interest rate risk
• Understanding of various risk products and liquidity regulations like Reg YY, FR 2052a, LCR, etc.
• Knowledge of traded, banking, and liquidity products are preferred
• Bachelor's degree in related field such as finance, economics, etc.