VP/Director Liquidity Risk
Taurus Search
Responsibilities
- Evaluation of early warning indicators and limits of liquidity risk framework for Broker Dealer
- Monitor internal liquidity stress test position for Broker Dealer
- Analyses of changes in Securities Balance Sheet
- Periodic evaluation of liquidity framework including review of liquidity frictions, and recovery and resolution plan
- Evaluation liquidity risk changes of OTC and Exchange Traded derivatives including IR Swaps, FX Forwards, Cross Currency Swaps, Options, and Credit Derivatives
- Work with modeling team to calibrate liquidity risk drivers
- Lead strategic enhancements to regulatory reporting
- Participate in product specific regulatory exams and provide responses
Qualifications
- 6+ years of experience in Liquidity Management or Liquidity Risk covering broker dealer or markets related products
- Experience in ILST assumptions, LCR/NSFR analysis
- Willing to come in 4 days a week to the office
Vacancy posted 5 hours ago
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