Job Description

Reference # : 21-01390Title : Treasury Risk Analyst
Location : New York, NY
Position Type : Contract
Experience Level : Start Date / End Date : 10/18/2021 / 10/17/2022
Job Summary:
The Treasury Risk Reporting & Analysis team within the Risk organization focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm. The team works with Risk Managers, Corporate and Market Treasury, and FP&A to establish reporting requirements, development of analytical tools, and proactively provide granular analysis on the drivers of Interest rate risk across several scenarios at a regional, country, and product level.

Job Description:
Report and Analyze interest rate risk exposure, developing the tools necessary to proactively identify and manage risk with respect to the Banking Book portfolio
Produce and present monthly executive presentations on accrual interest rate risk metrics ensuring transparency, accuracy and timeliness while contentiously updating the process to reflect the current business structure
Build relationships and work closely with Treasury, Independent Market Risk, FP&A, and Technology to ensure data accuracy, correct product modelling/forecasting as well as precise risk factor calculation
Execute existing regulatory requirements as well as play a key role in the development of new regulatory duties
Provide ad-hoc support and analysis for IRR stakeholders covering a variety of Businesses and Baking Book products such as Deposits, Credit Cards, Mortgages, Securities, Transfer Pricing, and Repos.
Develop interactive business intelligence dashboards to analyze accrual risk metrics
Convert large datasets into comprehensive analytical and visual presentations using Tableau and PowerPoint

Job Requirements:
General: Bachelor's Degree and relevant experience in financial services, risk management, treasury or an advanced degree in related field. Knowledge of excel based spreadsheet modeling.
Experience: VP (C13) 5-10 years relative experience, AVP (C12) 3-5 years or relevant graduate studies
Plus Attributes: CFA/FRM/CPA, Experience in Tableau, degree or post graduate qualification


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