Director, Treasury Risk Oversight
- Employer
- Selby Jennings QRF
- Location
- Los Angeles, CA, USA
- Salary
- USD250000 - USD300000 per year
- Closing date
- Jan 26, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
A leading massive regional bank based in Los Angeles is seeking a driven and qualified Director to spearhead a lean team that is responsible for second line of defense, liquidity for corporate treasury. The team is responsible for conducting interest rate risk and liquidity risk analysis in addition to challenging corporate treasury. The role will encompass both hands-on analytics and managerial functionality leading a small team. Additional facets include setting and reviewing limits, reviewing liquidity risk stress test methodology, and providing independent & effective challenge to corporate treasury.
Responsibilities
- Conduct liquidity risk and interest rate risk analysis in the banking book
- Ensure limits are set in line with specific risk factors and liquidity stress tests
- Provide independent review and analysis on limits
- Review liquidity and interest rate stress testing methodology
- Oversight and monitoring of the treasury's investment portfolio consisting of RMBS, CMBS, CLOS, and non-Agency RMBS products
Requirements
- Undergraduate degree in Economics, Business/Finance or related fields, MBA/CFA is preferred
- 7 - 10+ years experience in analyzing market, interest rate, liquidity, credit or operational risk.
- Proven skill-set in identifying interest rate and liquidity risk drivers
- Possess thorough understanding of balance sheet risk, particularly mortgage related assets and deposits
- Strong team player with leadership experience and excellent quantitative, analytical, and financial skills are essential.
- Knowledge of Bloomberg Terminal Oracle Liquidity and QRM is a plus
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert