VP, Treasury & Liquidity Risk Leadership

Socket.dev; New York (NY); On-site; USD 150,000 - 230,000; Full time

Benefits offered by this job

Competitive compensation

Benefits and wellbeing programs

Paid time off

Job summary

BNY Mellon in New York seeks an experienced Treasury risk professional to lead liquidity regulatory reporting for FR2052a, LCR and NSF. You will partner with Finance, Audit, Risk, Technology and Data teams to resolve issues, strengthen controls and drive regulatory-change programs.

The role oversees data collection, validation and analyses for asset-liability and liquidity funding models, and collaborates on capital management and currency/interest-rate risk strategies.

Qualifications

• Degree in math, engineering, statistics, computational finance or economics preferred.
• MBA, CFA, or CPA/CA preferred. 10-12 years of total work experience, with 1-3 years of management experience, preferred.
• Experience with liquidity stress testing, liquidity risk management, interest rate risk management, and/or asset-liability management within large complex financial organizations preferred.

Responsibilities

• Serve as a subject matter expert on liquidity regulatory reporting requirements for FR2052a, LCR, NSF. Partner with Finance, Audit, Risk, Technology, and Data teams to drive issue resolution, strengthen controls, enhance reporting processes, and support regulatory change management.
• Contributes to the development of the operational framework for assigned area and develops approaches to achieve desired goals while balancing risk and ensuring regulatory compliance. May lead a discrete specialty within Treasury (e.g. Intraday Liquidity, Currency Risk, etc.) Manages the collection, validation and analyses of financial data underpinning the Bank's asset-liability model(s), liquidity funding model(s), capital management framework and/or currency and interest rate risks for assigned area.
• As part of a management team, monitors risks inherent in new or changing Bank products and implements adjustments to technical processes as needed. Monitors industry developments and applies best practices in order to establish policies and procedures that support the ALM, liquidity, capital management, interest rate risk and/or currency risk strategies for the assigned entity(ies) and balance regulatory requirements. Establishes team policies and procedures related to all technical activities such as documentation requirements, underlying assumptions, data limitations, etc.
• Develops reports and briefings for senior management, highlighting operational activities/outcomes, identifying risks and recommending proposed solutions.

Skills

Liquidity risk management

Interest rate risk management

Asset-liability management

Leadership experience

Education

Degree in math/engineering/statistics/CF/economics

MBA/CFA/CPA/CA preferred

Job description

BNY Mellon in New York seeks an experienced Treasury risk professional to lead liquidity regulatory reporting for FR2052a, LCR and NSF. You will partner with Finance, Audit, Risk, Technology and Data teams to resolve issues, strengthen controls and drive regulatory-change programs.

The role oversees data collection, validation and analyses for asset-liability and liquidity funding models, and collaborates on capital management and currency/interest-rate risk strategies.