Liquidity and Interest Rate Risk Assistant Vice ...

Liquidity and Interest Rate Risk Assistant Vice President 2 weeks ago Be among the first 25 applicants This range is provided by Bank of China USA. Your actual pay will be based on your skills and experience "” talk with your recruiter to learn more. Base pay range $65,000.00/yr - $150,000.00/yr Oversee and Enhance Market and Liquidity Risk Management Key Activities Oversee and challenge the Front Line's liquidity risk and interest rate risk management practice Identify, measure, monitor and mitigate liquidity risk and interest rate exposure, KRIs, limits, and analyze future risk trends Improve the Bank's asset liability management; optimize the funding structure and strategy Maintain liquidity risk management (ILMS) application, and conducting the daily risk analysis and intraday liquidity monitoring Market and Liquidity Risk Governance to satisfy EPS and HS regulatory requirements Develop and improve the policies and procedures on liquidity and interest rate risk management Prepare risk reports for market and liquidity risk committee, and report to related committees and senior management Perform effective challenge of front-line units reporting related to risk management Build and improve the market and liquidity risk related analytics and capabilities Develop the analytics tools for the Bank's liquidity and interest rate risk management such as intraday liquidity monitoring, ALCO report review, risk limits review and risk methodology enhancement Work with Front Line Units (FLUs) to enhance the Bank's analytical capability and various scenario analyses Build MRD's capabilities in risk data aggregation including risk exposure, key risk indicators and other risk metrics Conduct new products risk evaluation Seek training in the bank's risk management software and third-party systems (e.g., Bloomberg) Perform research and presentations on various topics Maintain Intraday Liquidity Management System (ILMS) as owner Implement and execute the regulatory required projects Execute various Heightened Standard requirement related projects such as enterprise risk assessment, wholesale payments risk assessment Review and challenge Front Line Units' remediation proposals addressing regulatory issues and concerns Deliver analysis and tools to meet with OCC and the Fed ongoing monitoring requirement, and FDIC annual testing requirement Develop and update resolution plans (RP) Execute the projects addressing issues or concerns from regulators, internal and external auditors Job Requirements: Master's degree is required; Majors in Finance, Economics or Quantitative related fields is preferred At least 4 years of work experience in liquidity risk and interest rate risk management in banking or other financial institutions required Strong knowledge of quantitative analytics and financial/ banking industry required Quantitative knowledge, such as advanced probability, statistics, time series analysis, statistical modeling, etc. is required Liquidity risk and Interest rate risk management knowledge, such as banking book risks, asset liability management is required Chartered financial analyst (CFA) or Financial Risk Management (FRM) certification preferred The salary range for the AVP position is $65,000-$150,000. Actual salary is commensurate with candidate's relevant years of experience, skillset, education and other qualifications. Seniority level Not Applicable Employment type Full-time Job function Other Industries Banking and Financial Services #J-18808-Ljbffr

Created: 2025-03-01