Treasury Risk Analyst, Senior Associate
Posted on Mar 15, 2019 by State Street UK
Global Treasury Risk Management (GTRM), a team within State Street's Enterprise Risk Management (ERM) department, is looking for an experienced professional with strong analytical, problem-solving and communication skills. In response to increased regulatory scrutiny in the form of Basel III, Dodd-Frank, and bank-wide stress testing requirements (i.e., CCAR), State Street must re-define its balance sheet strategy and capital management in order meet a growing number of business constraints. The primary focus for the position will be risk oversight of balance sheet management and related projects that span treasury risk disciplines.
- Provide support on Treasury Risk reporting activities.
- Ensure appropriate reporting and governance exists to communicate relevant risk information to senior management
- Suggest and implement improvements to current reporting process.
- Provide support on special projects, including review, oversight and analysis to support key strategic Global Treasury business initiatives
- Assist in enhancement and periodic calibration of risk limits, guidelines and policies, as needed.
- Collaborate with GTRM colleagues, GT business partners and other relevant areas of the bank to assess market events and regulatory changes impact on interest rate risk, liquidity risk and mark-to-market risk
- Provide feedback and guidance on methodologies, techniques, models and tools to ensure alignment with internal and regulatory guidelines
Education, Experience and Skills:
- 2-3 years of work experience in Treasury or Market Risk activities, or risk management and regulatory concerns related to those disciplines.
- Advanced degree in Economics, Finance, Statistics, Engineering or related field.
- CFA, FRM designation a plus
- Fluency in MS Excel and Power Point. Programming knowledge in at least one of the following: Python/R/Matlab/C/C++/VBA /SQL
- Good understanding of financial instruments, in particular of interest rate and foreign exchange products, both cash and derivatives instruments
- Self-starter with willingness to work in fast-paced environment
- Willingness and ability to master concepts quickly.
- Willingness to work in a position with uneven and high priority project work
- Strong verbal and written communication skills in English language.
- Ability to gain trust and respect of business partners.