Treasury Risk Analyst

Job Description
The Risk Analyst within the Treasury Risk Management team supports aspects of the enterprise-wide risk management program specifically, market risk, liquidity risk, investment credit risk and counterparty credit risk.  This role will require communicating with individuals throughout the institution regarding risk practices and emerging risks in various business units.  
Responsibilities include:
Daily analysis of Treasury Trading activities
Periodic analysis and reporting of Counterparty Credit exposures
Periodic and ad-hoc analysis and report of Investment credit exposures
Periodic and ad-hoc analysis and reporting of bank, broker, vendor, country credit exposures
Monthly analysis and reporting to senior management and parent on interest rate risk profile
Daily monitoring of Liquidity Risk profile
Periodic consolidated reporting on Market and Liquidity Risk profile
2nd line of defense oversight of model changes to Market and Liquidity models
 
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