Treasury Risks Oversight Senior Analyst
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Job Location:
New York City, NY - USA
Monthly Salary:
Not Disclosed
Posted on:
5 hours ago
Vacancies:
1 Vacancy
Job Summary
The role:
SoFis Treasury Risk Oversight team is responsible for independent oversight and governance of Market Liquidity and Capital risks in the Companys balance sheet.
The Senior Analyst Treasury Risk Oversight will play a critical role in executing a broad range of oversight monitoring and governance activities within Market Risk management. The role reports to a senior leader overseeing the second line of defense for Treasury risk and will collaborate closely with partners across Treasury Finance and Risk Management to strengthen the Companys risk management framework and promote disciplined balance sheet oversight.
What youll do:
- Perform continuous monitoring of the Companys market risk exposures including Asset Liability Management (ALM) and Price risk metrics.
- Lead periodic targeted reviews of the Companys ALM Risk Framework assessing the adequacy and effectiveness of key risk controls and governance processes.
- Develop and maintain monitoring tools and challenger models to support independent risk oversight. Activities include data sourcing calculation and reporting with the use of statistical and quantitative techniques where appropriate.
- Analyze ALM exposures using the Companys ALM system interpreting results across interest rate duration and prepayment dimensions.
- Review risk models and end-user applications used by the first line of defense including prepayment and deposit models stress testing methodologies and asset valuation assumptions.
- Support risk governance activities such as risk identification risk taxonomy risk appetite calibration and preparation of reporting materials for governance committees and management forums.
- Collaborate with stakeholders across Treasury Finance and Risk functions to advance project-based initiatives including new product reviews regulatory commitments and other non-periodic deliverables.
- Contribute to the development of monitoring tools and analytical frameworks supporting treasury liquidity and capital adequacy risk oversight.
What youll need:
- 3-5 years of experience in banking and/or risk consulting with exposure to treasury ALM and/or market risk. Experience with liquidity and capital risk management is a plus.
- Proven ability to analyze and report market risks with working knowledge of accounting principles and the market risk exposures inherent to bank balance sheets and off-balance sheet products (e.g. deposits lending credit and interest rate derivatives).
- Understanding of ALM Risk regulatory requirements and related supervisory expectations.
- Excellent written and verbal communication skills including the ability to produce materials for various levels of governance forums and executives.
- Advanced degree in quantitative or economic discipline (e.g. Finance Economics Statistics or related field) with demonstrated ability to apply quantitative methods to solve complex problems.
- Strong Technical skills in SQL and Python.
Nice to have:
- Working knowledge of ALM systems and related analytical tools.
- Professional certifications such as FRM or CFA.
Required Experience:
Senior IC
Key Skills
- Splunk
- IDS
- Microsoft Access
- SQL
- Cybersecurity
- Intelligence Experience
- Malware Analysis
- Tableau
- Analysis Skills
- SAS
- Data Analysis Skills
- Analytics
About Company
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