Job Title: Market Risk Manager, VP
Work Location: Hybrid in Midtown Manhattan
Terms: Direct Hire

Job Summary:
The selected candidate would be responsible for various activities under the company’s independent review function including findings management, reviewing and challenging aspects related to the company’s liquidity risk exposure on a day-to-day and long-term basis for various financial products with a deep understanding of Liquidity Risk and EPS regulatory requirements.

Major Responsibilities:

• Conduct the review of liquidity management methodologies, assumptions, calibrations, etc.
• Assess the efficacy of the liquidity management practices including liquidity stress testing scenario and assumptions, intraday management, liquidity limits, contingency funding planning, early warning indicators, cashflow forecasting
• Lead the findings management process related to liquidity related issues and observations
• Write and maintain key policy & procedure documents for liquidity risk management and key stakeholders
• Monitor developments in regulatory guidelines, interpret the requirements, and implement compliant solutions
• Prepare and present committee packages and supplemental information to senior management
• Continuous development and enhancement of existing liquidity management framework Ad-hoc analysis to support various requests

Requirements:

• Bachelor’s degree in business administration, finance or related field.
• Advanced degree preferred.
• 5 + years of bank liquidity risk experience
• Working knowledge of MS Excel and VBA
• Strong analytical, technical, communications, and interpersonal skills
• Solid understanding of EPS (Reg YY), SR 10-6, SR 12-7 and 2052a
• Regulatory Requirements

Please send resumes to ashley.allen@twentyai.com