Liquidity Risk Associate

1 week ago


Manhattan, United States Selby Jennings Full time

A leading Investment Bank, who has significant growth their Liquidity Risk team over the last 12 months is looking to hire an Associate level candidate on their Liquidity Risk Management team to oversee Liquidity Risk arising within their US Legal Entities.

This individual will sit in the greater Corporate Treasury function and provide Liquidity Risk Oversight over the firm's activities in relation to the banking book, markets activity, and lead initiatives relating to the firm's buildout of their 2LOD Liquidity Risk Team.

The firm is targeting individuals with 2+ years working in a Liquidity Risk, Treasury, Liquidity Management, Funding, or ALM function with a career emphasis liquidity risk. This firm is known for having some of the best culture and work life balance on the street, and prides itself on maintaining these standards.

Responsibilities:

  • Assist in the development of the firmwide liquidity risk framework
  • Maintain and develop Liquidity Stress Tests to evaluate the effectiveness of the Liquidity Risk Framework
  • Enhance ILST framework, review and challenge
  • Engage with internal and external regulators and lead the firm's regulatory initiatives
  • Perform quantitative analytics in response to Liquidity Stress Tests such as LCR computation
  • Assist in the establishment and determination of Liquidity Limits

Qualifications:

  • 2+ years working in a 1LOD or 2LOD Liquidity function
  • Strong working knowledge of Liquidity and Balance Sheet Management
  • Familiarity with FR2052a, LCR, NSFR, EWIs, Liquidity Buffers, and other Liquidity Metrics
  • Ability to work with large data sets, and perform quantitative analysis
  • Knowledge of Enhanced Prudential Standards (Reg YY)
  • Deep understanding of US Regulations for Liquidity, Balance Sheet Management, and Capital Adequacy


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