VP, Liquidity Risk

JCW Group; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

JCW Group is partnering with a leading financial institution to hire a Vice President, Liquidity Risk in New York, NY. The role will own key liquidity risk processes, analysis, and reporting, driving funding decisions in collaboration with Treasury and Finance.

The ideal candidate has 6+ years in liquidity risk or related areas, deep regulatory knowledge (LCR, NSFR, Basel III), and strong data-driven decision capabilities. This is a leadership track opportunity in liquidity risk.

Qualifications

• Over 6 years of liquidity risk, treasury or balance sheet risk experience.
• Strong knowledge of LCR, NSFR and Basel III.
• Proven ability to use data to generate insights and drive action.
• Bachelor’s degree in Finance, Economics or related field; CFA/FRM asset.

Responsibilities

• Lead liquidity risk monitoring, stress testing and limit frameworks across the balance sheet.
• Produce and review reporting for senior management and ALCO committees.
• Support regulatory reporting and exams related to LCR, NSFR and internal liquidity adequacy assessments.
• Collaborate with Treasury and Finance on funding decisions and capital planning.

Skills

Liquidity risk management

Data analytics

Stakeholder communication

Regulatory reporting

Education

Bachelor’s degree in Finance or Economics

CFA or FRM asset

Job description

JCW Group has partnered with a leading financial institution to hire a Vice President, Liquidity Risk in New York, NY. This person will run key liquidity risk processes, own analysis and reporting, and partner with Treasury and Finance on funding decisions. This is a great opportunity for someone looking to take on greater ownership and move toward senior leadership in liquidity risk.

Responsibilities

• Manage liquidity risk monitoring, stress testing and limit frameworks across the balance sheet
• Produce and review liquidity risk reporting for senior management and committees such as ALCO
• Support regulatory reporting and exams related to LCR, NSFR and internal liquidity adequacy assessments
• Support capital planning and forecasting, including evaluating the potential impact of strategic initiatives and changes in the economic and interest-rate environment, and partner with Treasury, Finance and the business to assess funding risks and guide liquidity decisions

Qualifications

• Over 6 years of experience in liquidity risk, treasury or balance sheet risk within financial services
• Strong knowledge of liquidity regulations and metrics (LCR, NSFR, Basel III) and of liquidity stress testing methodologies
• Demonstrated ability to use data and analytics to generate insights, influence decisions, and drive action.
• Bachelor’s degree in Finance, Economics or a related field required, CFA or FRM an asset