AVP Liquidity / Market Risk
- Manhattan, NY, USA
- Permanent, Full time
- Michael Page International - US
- 22 Sep 16
My Financial Services client is looking for an AVP Liquidity / Market Risk to join the New York based team.
My client is a financial services firm located in New York, New York looking for an AVP Liquidity / Market Risk candidate to join their team.
- Provide hands-on liquidity risk management technical skills and with knowledge of liquidity risk regulatory requirements and industry best practices. Work jointly with the market and liquidity risk team to coordinate efforts within the group.
- Responsible for streamlining risk management reports by applying IT skills. Participate in various group wide projects and support timely risk management project implementations.
- Help streamline the Market and Liquidity Risk Analysis processes. Assist in the management of daily workflow.
- Risk management experience in liquidity risk (and in market risk is a plus). Knowledge of various products such as fixed income, derivatives, foreign exchange, futures and options.
- Knowledge of risk management methodologies and disciplines, including quantitative analysis, stress testing and scenario analysis (value at risk and economic capital is a plus) preferably with an emphasis in the banking industry.
- Excellent SQL, VBA, MS Excel and MS Access skills with experience building and implementing risk management programs and systems is desirable.
My client is offering the AVP Liquidity / Market Risk candidate a competitive base + bonus compensation structure.