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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
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Vacancy posted 5 hours ago
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