Director Treasury

OverviewThe Director - Liquidity Risk Management is responsible for managing liquidity risk across the firm in a consistent and transparent manner and within well-established risk appetite. The individual partners with businesses and functions across the firm to establish and implement initiatives to improve FCB’s liquidity profile and related risk management processes. This individual possesses demonstrated knowledge of regulatory liquidity risk management requirements outlined in Reg YY and related supervisory guidance and applies the guidance to FCB’s unique balance sheet composition and business model.ResponsibilitiesResponsibilitiesDevelop, enhance and periodically review methodologies and models for internal liquidity stress tests (ILSTs) and liquidity cash-flow forecasting for on and off-balance sheet exposures and associated documentation of ILST model.Perform product level stress testing calibrations and cash flow impacts based on strong collaboration and engagement with partners across Business, Treasury and Risk functions.Actively participate in discussions with Model Risk Management (MRM) function in documenting and validating modelsAssess the liquidity impacts related to new businesses and products.Develop responses to regulatory examinations related to liquidity stress testing and cash-flow forecasting.Understand liquidity metrics, reporting requirements and existing framework to effectively support ongoing liquidity oversight requirements.Balance sheet and liquidity optimization across legal entities and businessesPrepare materials for meetings with supervisors, monthly reporting packages.Business Strategy - Responsible for the development and revision of policies, standards, procedures, and strategies as related to interest rate risk management. Advises on methods to ensure profitability under various interest rate environments.Business Support - Evaluates the balance sheet's asset-liability risks for the recommendation of targets and limits. Assists with analysis and risk identification within products, markets, and client behavior. Provides direction and guidance to associates within Treasury.Reporting - Oversees and provides reports on risk positions, the Asset-Liability Committee (ALCO), and other areas of responsibility to the appropriate parties. Ensures all activities follow regulatory and Bank guidelines.Relationship Development - Maintain a strong, communicative relationship with regulatory agencies, internal risk, and audit departments to facilitate Treasury initiatives and strategiesQualificationsBachelor's Degree and 10 years of experience in Bank Treasury; Managing interest rate risk model and position. OR High School Diploma or GED and 14 years of experience in Bank Treasury; Preferred qualifications:Master’s degree in finance, Engineering, Math, Economics or similar fieldMinimum 7+ years of experience in large or growing Financial Institutions with specific experience in liquidity risk management a big 4 accounting firm preferred.A deep understanding of deposit and wholesale funding sources applicable to retail banks, commercial banks and Bank Holding Companies.Extensive knowledge of regulatory rules (LCR, NSFR, Enhanced Prudential Standards, Liquidity Stress Testing) and understanding of best practices. Knowledge of risk appetite and limit setting is desirable.Strong analytical and problem-solving skills. Ability to translate said trends and accompanying client needs into commercially viable solutions. Effective and concise communicator at all levels, both verbal and written. Demonstrated ability to translate strategic plans into actionable steps.Excellent project management skills. Working in the fast-paced environment and deadlines to meet.Experience with ALM cashflow system (Empyrean, QRM) is preferred.Working knowledge of SQL, VBA, Python, PowerBI, Tableau is desirable.License or Certification Type: Chartered Financial Analyst (CFA) PreferredSkill(s): Experience with financial risk modeling - market risk, credit risk, and operational risk