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AVP, Banking Book FX Risk Senior Analyst (Hybrid)
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$109,120 - $163,680 a year
Full-time
- 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.
- Assistant Vice President in the Banking Book Risk Measurement / Quality Assurance team within NTMR is responsible for independent market risk oversight of first line, including market risk management of Treasury FX Capital hedging activities, non-trading FX risk relating to new products, concentrations in non-trading FX risk, and CCAR/QMMF Stress Testing.
- Ensures second line independent market risk oversight of FX Capital hedging activities.
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