Treasury Risk Senior Analyst, Officer
- Support and enhance risk oversight including the measuring, reporting and monitoring of Interest Rate Risk, Credit Spread Risk and Pension Risk.
- Drive work streams related to the ongoing enhancement of the Global Treasury Risk Management.
- Analyze complex structured securities to understand the inherent risks of embedded optionalities.
- Provide support on special projects, including review, oversight and analysis to support key strategic Global Treasury business initiatives.
- Assist in enhancement and periodic calibration of risk limits, guidelines and policies, as needed.
- Collaborate with GTRM colleagues, GT business partners and other relevant areas of the bank to assess market events and regulatory changes impact on interest rate risk, liquidity risk and mark-to-market risk.
- Provide feedback and guidance on methodologies, techniques, models and tools to ensure alignment with internal and regulatory guidelines
- Provide support on Treasury Risk reporting activities.
- Ensure appropriate reporting and governance exists to communicate relevant risk information to senior management
- Suggest and implement improvements to current reporting process.
Education, Experience and Skills:
- 3 years of work experience in Treasury or Market Risk activities, or risk management and regulatory concerns related to those disciplines.
- Advanced degree in Economics, Finance, Statistics or related field.
- CFA, FRM designation a plus
- Scripting knowledge and experience in at least one of the following: Python/R/ Spark/ VBA /SQL
- Good understanding of financial instruments.
- Self-starter with willingness to work in fast-paced environment
- Willingness and ability to master concepts quickly.
- Willingness to work in a position with uneven and high priority project work
- Strong verbal and written communication skills in English language.