CRO_Market & Liquidity Risks Associate

Scope and Purpose

• Support Team in the daily monitoring of all financial and liquidity risks-related limits and warning indicators
• Analysis of any risk exposure variance and any excess
• Periodic execution of quality controls of the processes used for the quantification of financial/liquidity risks and of the accuracy of the risk metrics used by the New York Branch
• Ability to price relevant financial instruments
• Support Team in the production of the monthly presentation to the local ALCO Committee including historical stress tests and stressed Value-at-Risk
• Documentation of applicable risk management processes
• Monitor compliance adherence and advise the Risk Manager of any deviation from policy and procedures on new transactions
• Control that new products/activities are being adequately captured by the risk management processes
• Perform ad hoc risk measurement and analysis on new products/activities

Required Experience

Minimum of two (2) years of direct work experience within an international bank or the financial services industry, focused on risk management and quantitative analyses

Required Qualifications, Skills and Knowledge

• Degree in Mathematics or Finance
• Practical experience and knowledge of financial instruments and dealing activity with a quantitative, market background
• Understanding of financial and liquidity risks
• Programming skills (i.e. VBA, Power Query, Microsoft Access)
• Relevant work experience and proven track record
• Risk management mindset to understand underlying risks and weaknesses to properly assist in mitigating such risks

The salary range for this position is 90k-130k $