Role details

AVP Liquidity / Market Risk

New York   •  Permanent

Bullet points

  • International Firm with great reputation
  • Join a growing team

About Our Client

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.

Job Description

  • 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.

The Successful Applicant

  • 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.

What's on Offer

My client is offering the AVP Liquidity / Market Risk candidate a competitive base + bonus compensation structure.

Apply for this job

Click the Apply or LinkedIn button below or contact Michael Winans quoting job reference 1211397
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