Director - Structural Balance Sheet Risk and Liquidity Risk

Responsible for serving as the risk manager for the Asset and Liability Management (ALM), Treasury functions and other Business Lines, ensuring effective management of liquidity, interest rate risk, and balance sheet optimization across our international banking operations. Responsible for monitoring ALM and Structural Balance Sheet risks, which include Liquidity Risk, Funding Risk, Intraday Liquidity Risk, Structural Interest Rate Risk in the Banking Book, Balance Sheet Management, Transfer Pricing, Capital Management and Liquidity Stress Testing. Perform second level controls on ALM, Funding and Balance Sheet Management metrics. Review and challenge the proposals made by ALM and Treasury departments. Assess proposals relating to new business, new products or new activities as part of the New Product and New Activity (NPNA) process.Requirements:Bachelor’s degree (US or foreign equivalent) in Finance, Financial Management, Economics, or a related field, plus four (4) years of experience in the position offered or as a Director, Vice President, or Senior Manager at a financial services institution * Three (3) years of the required experience must have included experience with: working within the international banking industry; liquidity risk management and interest rate risk measurement and mitigation; Asset & Liability Management (ALM), in the areas of Funds Transfer Pricing, Capital Management, Liquidity Risk Management, Liquidity Stress Testing, Intraday Liquidity Risk and Balance Sheet Management; Treasury management practices that include issuing funding, dealing Foreign Exchange Derivatives and Interest Rate Derivatives; implementing the following regulations into a bank’s operations: Liquidity Coverage Ratio - (Basel Guidelines), Net Stable Funding Ratio - (Basel Guidelines), Resolution Regime - (Basel Guidelines), and Enhanced Prudential Standard - US Federal Reserve; managing a bank’s interest rate risk, including reporting the Interest Rate Gap, Calculating the Economic Value of Equity and Net Interest Income Sensitivity; Contingency Funding Planning and Testing Contingency Funding ; and managing a bank’s liquidity and balance sheet position in times of market stresses. *This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from the New York tri-state area (NY, NJ, and CT).

Minimum Salary: 229,715 Maximum Salary: 235,000 Salary Unit: Yearly