Treasury Risk Analyst

New York, NY 10017

Employment Type: Direct Hire Industry: Banking/Finance Job Number: 2871 Salary Level: 80,000

Job Description

Small high profile International Bank seeks Treasury Risk Analyst to join Middle Office team.

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.

Requirements include:
  • 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.
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