Liquidity Risk Business Analyst Data Strategy Project
New York, NY
Experience in finance and treasury areas of a bank (Foreign Bank experience a plus), including technical, and quantitative experience in liquidity risk management and/or asset liability management
Prior work enterprise data strategy and implementation with a slant on control, integrity and testing
Knowledge of liquidity risk analytics, regulatory guidance, including 2052A, LCR, liquidity stress testing, Reg YY, etc.
Extensive understanding of Bank balance sheet modeling, including fixed income, and derivative instruments, as well as asset and liability interest rate and liquidity risks; comprehensive knowledge of capital market products
Knowledge of liquidity market risk analytics, including LCR, Liquidity Stress-Testing, Earnings at Risk, Economic Value of Equity, Value at Risk (VaR), Risk Sensitivities and scenario analysis, etc.
Excellent written and verbal communication skills - in particular, an ability to communicate complex technical ideas to a diverse audience and relate to less market and liquidity risk aware businesses.
Business process re-engineering a plus
Data science and data management
Undergraduate degree in business and/or computer science
Front-to-back process re-engineering
Excellent written and verbal communications skills
Organized, detailed and able to manage work to meet tight deadlines
Proficient with Word, Excel, PowerPoint