Treasury Risk Control, Liquidity Risk Officer

New York, USA
May 17, 2019
May 21, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Your role
We are looking for a candidate to join U.S. Market & Treasury Risk Control (MTRC) on the Liquidity & Funding team as a risk officer. As a risk officer you will be relied upon to fulfil the following role requirements:
• Understand regulatory requirements and expectations for the firm's liquidity and funding position
• Review and understand the liquidity and funding requirements of the firm
• Understand the firm's businesses and how those businesses impact the liquidity and funding position of the firm
• Provide independent review, validation and risk management of liquidity and funding models and their assumptions as they relate to the liquidity position of the firm. This includes determining the appropriateness or limitations of the conceptual soundness, calibration and implementation of models/assumptions used for liquidity and funding
• Serve as a knowledgeable professional on risk modeling and its impacts on liquidity risk management
• Prepare validation report(s) for model(s) being validated
• Communicate model validation results and debate issues, challenges and methodologies with internal counterparts (model developers, model owners) and present to senior management and key stakeholders
• Provide independent assessment of the firm's liquidity and funding risks
• Remain up-to-date on regulatory requirements and follow financial markets and business trends on a frequent basis and analyze how those developments could impact the firms liquidity and funding position
• Train, educate and develop junior members of the team to achieve their potential and grow in their roles within the Firm
• Help drive an effective Risk Framework, including policy design and establishing effective roles and responsibilities for the three lines of defense
• Develop presentations for key stakeholders,, including Board of Directors, executive management, and regulators, to articulate the status of the liquidity profile and its key risk drivers

Your team
You will be working on the Liquidity & Funding Team of Market & Treasury Risk Control (MTRC) in New York City. As a member of the TRC Liquidity & Funding team you will be primarily responsible for supporting the independent review of the Firm's liquidity and funding position. Our role is to independently assess the overall liquidity and funding position, prepare regular risk reports and assess the accuracy of the risk representation in our liquidity models. You will interact and work in close collaboration on a daily basis, with departments and functions in other locations such as: Group Risk Control, Treasury, Finance functions, ALM, Compliance and Internal Audit. You should be willing to work independently and be able to concurrently manage multiple time-sensitive deliverables.

Your expertise
You have:
• A Doctorate or Master's degree in a finance-related area such as Finance, Financial Engineering, Accounting, Economics or a quantitative discipline, e.g. Math/Statistics
• 10+ years working in Banking within a Treasury, Finance, or Risk capacity
• Knowledge of liquidity risk management including related risk metrics (e.g. LCR, NSFR Basel III ratios, Stress testing, liquidity modeling, CCAR, Recovery and Resolution Planning)
• Experience in model validation processes and understanding of statistical concepts
• Specific experience in the following areas would be preferred: Liquidity Management, Balance Sheet analysis, modeling, Recovery & Resolution Planning, Basel III/FRTB, CCAR, and Recovery and Resolution Planning
• Strong quantitative and qualitative skills, ability to synchronize large amounts of data
• Excellent communication and interpersonal skills. Ability to interface with people at varied skill and seniority levels
• Strong analytic capabilities, including ability to summarize complex business problems and detailed analysis with clarity
• Proficient in written and verbal communication. Proficiency drafting documents explaining complex concepts
• Advanced Word, Excel and PowerPoint skills
• Qualifications such as CFA, PRM, FRM would be considered as a strong asset
• Ability to communicate complex or technical information to those with less expertise in a manner they can understand and action on the information

You are:
• Naturally curious
• Quantitatively talented individual
• Collaborative and team oriented but able to work independently
• Detail and deadline oriented
• Fluent in English
• A hard-working individual willing to go the extra mile
• Able to work under pressure in a dynamic environment

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

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