Market Risk Management Officer - Selby Jennings

A Global Investment Bank, who is looking to grow their Market Risk team, is looking to hire a VP level candidate on their Liquidity and Interest Rate Risk Management team to develop and design risk policies and frameworks as well as supervising their Treasury Administration members.

This individual will provide Market Risk Oversight over the firm's activities in relation to the development and calibration of methodology for the liquidity stress test and contingency funding plan test.

The firm is targeting individuals with 5+ years working in an Interest Rate, Liquidity, Treasury, or ALM function with experience in Modeling. This firm is also looking for candidates who have attained a Masters or an equivalent in a quantitative discipline, along with a desire for CFA/FRM candidates or charter holders.

Responsibilities:

• Supervises the Treasury Administration section of the Department along with providing any feedback to Senior Management
• Develop and calibrate assumptions in liquidity stress testing
• Work to develop and design risk policies and frameworks
• The preparation of monthly reports to management on the teams status

Qualifications:

• 5+ years working in a 1LOD or 2LOD ALM/IRRBB or Liquidity function
• Prior experience in modeling
• Quantitative educational background, Masters or equivalent
• Ability to work with large data sets, and perform quantitative analysis
• Strong communication skills and the ability to engage with senior management