Director, Interest Rate Risk Management recruitment

• Lead roll out of enhanced Interest Rate Risk Management oversight around the firms businesses based in the Americas.

• Build relationships with the various businesses while providing thought leadership and guidance around market risk practices.

• Work on due diligence efforts related to acquisitions/assess market risk impact of any proposed divestiture/sale of businesses

• Evaluate exception requests around market risk limits and Match Funding requests.  Work with Treasury Finance and in-business Treasury teams to insure correct Transfer Pricing of Interest Rate risk.

• Work with in-business Risk and Treasury resources to assess the level of interest rate risks in the various businesses and reconcile against current business risk reports.

• Work with in-business Risk, Treasury and Finance teams to enhance reporting of Interest Rate risk.  Work with Treasury Risk team to insure material risks are disclosed in the Corporate Treasury ALCO and ERMC.  Work.

• Co-ordinate management (e.g. hedging) of in-business Interest rate risk with Exposure Management.

• Assess level of embedded optionality and work with analytics group, the business and technology to developing tactical and strategic solutions to capture optionality.

• Risk management oversight includes economic and earnings at risk.  Risk factor coverage includes broad definition of interest rate risk: yield curve risk, basis risk (tenor/index/x-ccy), reset risk and optionality.

• ALM or Risk Management Experience in Regulated Commercial Banking Environment

• Expertise around NII and EaR modeling for interest rate risk

• Expertise around EVE-type modeling for interest rate risk.

• Deep knowledge and market risk expertise around the most of the following commercial/retail banking products

• Operating/Financing Leases

• Commercial Lending

• Credit Cards

• Deposit Modeling

• Commercial Real Estate Lending

• Residential Mortgages

• Vanilla Interest Rate Derivatives

• Bachelor’s Degree in finance, accounting, economics or related field.

• 7+ Year experience.

• Prior experience with treasury management systems/applications is a plus

• MBA, CFA, CPA or Equivalent desired

• Prior work experience in Finance, Capital Markets or Treasury preferred

• Strong IT skills

• Strong communication and interpersonal skills, ability to interact cross-functionally.

• Strong process orientation and analytical skills.

• Experience in managing and mentoring teams.

• Proven problem solving skills and a change agent.

• Experience in a matrix organization and global environment preferred