Description
Risk Manager, Interest Rate Risk - Boston, BankingA major financial services firm in Boston, MA is currently seeking an experienced risk manager to join their Global Treasury team, with a focus on the oversight of balance sheet interest rate risk.
This role reports to the Head of Interest Rate, Liquidity, and ALM Risk within Global Treasury. The responsibilities of the role include working with the ALM and ERM teams, enhancing the current ALM framework, monitoring and reporting on interest rate risk, analyzing portfolio and balance sheet strategies, and keeping up with the ever-changing regulations as they relate to bank ALM activities.
The exciting part of this role is the exposure to senior members of the field as well as the ever-changing nature of the work. You'll be working on projects with the Head of Interest Rate, Liquidity, and ALM Risk, the Head of Fixed Income Risk for Global Treasury, and the CRO of Global Treasury. As regulations continue to change, the project work of this group will change to keep up, providing you with continual opportunities for challenge and growth.
To be successful in this role you should have 7+ years of experience in fixed income capital markets, treasury activities, and/or risk management. You should also be familiar with structured securities both US agency and non-agency and analysis of prepayment risk. Modeling experience for multi-currency balance sheets, stress testing, and hedging are also important. If you've worked with Basel in relation to interest rate risk at a large US bank that would be ideal.
If you'd like to find out more about this role, please submit your CV to the attention of Kyle Greenleaf at Huxley Associates. Thanks!
KEY SKILLS: Risk, Interest Rate, Manager, Analysis, Global, Treasury, oversight, Asset, Liability, ALM, stakeholders, Enterprise, ERM, framework, limits, compliance, portfolio, balance sheet, fixed income, capital markets, regulatory, measuring, modeling, Basel.