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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

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