Junior Treasury Risk Analyst
New York, NY 10017
Use your strong quantitative analysis, programming macros, and experience managing large datasets to support the middle office team in generating daily market and liquidity risk reports, and monitoring regulatory compliance.
In this role, you will:
- Prepare the daily risk management reports regarding market risk, such as interest rate risk and FX risk, and liquidity risk and interbank settlement risk; analyzing and reporting on conditions of market risk and liquidity risk as well as performance of market operations
- Monitor the usage of risk and loss limits to ensure they are not exceeded and reports the excess of the limits.
- Utilize risk management applications to capture and enter market data.
- Responsible for the timely and accurate preparation of monthly and quarterly reports, compliance monitoring reports and preparation and maintenance of Minutes.
- Draft updates and revisions to the Middle Office risk analysis and reporting Procedure Manual.
- Prepare documentation for examination and audit process; interface with examiners and auditors.
- 1+ years of middle office risk experience in a financial institution with good knowledge foreign exchange and interest rate financial instruments.
- Strong quantitative and computer skills that include VBA, Excel, macros, SQL with experience in creating reports.
- Extensive knowledge of risk management theory, financial market products, and front office/back office operations.
- Completed college degree or equivalent with Economics, Mathematics, Engineering, Statistics or related quantitative course of study.