Manager - Liquidity and Interest Rate Risk - Oklahoma City, Oklahoma United States - 17457

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JOB DESCRIPTION

Job #: 17457
Title: Manager - Liquidity and Interest Rate Risk
Job Location: Oklahoma City, Oklahoma - United States
Employment Type:
Salary: $145,000.00 - $250,000.00 - US Dollars - Yearly
Employer Will Recruit From: Nationwide
Relocation Paid?: Negotiable

WHY IS THIS A GREAT OPPORTUNITY?


Manager - Liquidity and Interest Rate Risk

This role is primarily accountable for sustaining the second line of defense reporting capabilities as it relates to liquidity risk metrics such as the Net Liquidity position (NLP), Liquidity Coverage Ratio (LCR), etc.


Also responsible for supporting he development of analytical capabilities essential to execute on this directive and in providing awareness for both tactical and strategic direction. Further expansion and augmentation of balance sheet modeling software and other Market Risk applications is a significant component of this directive.

JOB DESCRIPTION

Manager - Liquidity and Interest Rate Risk

 

Duties:

 

  1. Advise senior management on risk management and financial modeling techniques that will enable us to better manage the Liquidity and IR risk position of the institution.
  2. Access to all relevant data for on and off-balance sheet instruments to ensure accurate modeling of liquidity and IRR positions. .
  3. Develop deep understanding of the firm’s balance sheet and its market and liquidity risks.
  4. Assist in the design and production of board level reporting for the firm’s structural market and liquidity risks. Reports to be used at Board Risk Committees, Risk Mgt Committee, Balance Sheet Management Committee, Treasury Risk Committee, etc.
  5. Perform ad hoc analysis as requested by management and other vital stakeholders.
  6. Develop new analytical reports and management information for Balance Sheet Market and Liquidity Risk
  7. Develop understanding of data flows from source systems through reporting platform and make recommendations where improvements are warranted.
  8. Develop entity wide understanding of behavioral models used in Balance Sheet Modeling (QRM). Mature understanding of the in-house developed Liquidity Risk framework.
  9. Support verification of the validity of inputs, models & calculations.
  10. Develop understanding of Market Risk and Liquidity & Funding Policy Framework
  11. Assist Risk Oversight with limit framework to cover Structural Market and Liquidity Risks
  12. Maintenance of the limit monitoring framework along with reporting to highlight limit excesses and vital risk exposures

QUALIFICATIONS

Manager - Liquidity and Interest Rate Risk

 

Required Qualifications

  1. Profound relationship management skills, including conflict resolution
  2. Six or more years practical experience in system development or in the Finance, Risk or Treasury area.
  3. Expertise in Python, SAS, SQL and/or QRM are highly favorable
  4. Sophisticated understanding of the banking industry, bank balance sheets and income statement dynamics
  5. Excellent oral and written communication skills
  6. Capability to prioritize and organize multiple tasks and deadlines
  7. Capacity to work independently and in a team environment to solve complex problems

Education:
University - Bachelor's Degree/3-4 Year Degree