Vice President Of Market Risk (Hybrid)

The Chief Risk Officer for Finance (Finance CRO) organization provides risk management oversight of the Global Finance function, including effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all risk-related regulatory requirements. In addition, the team oversees the key risk management methodologies and calculations, including CECL and IFRS9 for credit reserves, and Basel Advanced RWA
Non-Trading Market Risk (NTMR) Management group, as a part of the Finance CRO organization, is responsible for independent risk management of non-trading Market Risk, including Interest Rate Risk in the Banking Book as well as Market Risk management of Treasury Investments. It identifies, measures, and monitors non-trading Market Risks and it provides independent review and challenge to the first-line activities.
Vice President in the Banking Book Risk Measurement / Quality Assurance team within NTMR will provide independent Market Risk oversight of first line including Interest Rate Risk in the Banking Book and Market Risk management of Treasury Investments. The candidate must have Treasury / Finance / Risk Management and / or Audit experience relevant to Asset Liability Management and Balance Sheet Management. Relevant experience working for a U.S. GSIB is desired. S/He must possess excellent communication and presentation skills and must be able to collaborate effectively through interactions with Treasury and Independent Risk. The candidate must be able to utilize thorough understanding of methodologies, relevant regulatory requirements, and governance control processes for independent risk management oversight of Non-Trading Market Risk activities.
Responsibilities:

• Ensures second line independent Market Risk oversight of first line including Interest Rate Risk in the Banking Book and Market Risk management of Treasury Investments.
• Performs independent assurance of first line activities by identifying and ensuring adherence to applicable policies, standards, procedures, laws, and regulations for various first line functions.
• Performs process and control testing of first line activities by assessing design and operating effectiveness of the overall processes or activities and controls.
• Prepares review reports for independent assurance process and communicates potential issues to Management.
• Manages issues effectively by logging, tracking and validating issues and monitors issues through their lifecycle.
• Applies an in-depth understanding of Internal Audit standards, policies and technology to a specific product or function
• Interfaces with Corporate Treasury staff on risk issues.
• Reviews risk management processes for conceptual soundness, fitness for purpose and potential limitations and weaknesses.

Qualifications:

• Broad understanding of risk management and analytics
• Strong analytical knowledge of capital markets products
• Experience in Market Risk management, interest rate risk in banking book, and investment risk management preferred
• Prior experience with audit function preferred
• Familiar with enterprise risk management activities
• Excellent quantitative and technical skills
• Strong written and verbal communication skills
• Goal driven with excellent ability to work within a team globally
• Effective negotiation skills, proactive approach in communicating issues and strength in sustaining independent views
• Highly motivated with attention to detail

Education:

• Bachelor's degree with strong academic record in economics, finance or other quantitative field. Master's or higher degree is preferred.
• 7+ years experience in Risk Management, Treasury, Capital Markets or other functions within a financial services sector, preferably for U.S. GSIBs

Job Family Group:
Risk Management
Job Family:
Treasury Risk
Time Type:
Full time
Primary Location:
Tampa Florida United States
Primary Location Salary Range:
$113,840.00 - $170,760.00
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