Regional Head Americas, Firm-wide Treasury Risk Control recruitment
Firm-wide Treasury Risk Control is responsible for independent control and oversight across all Treasury activities within the bank.
We are seeking an experienced professional for independent risk control oversight over Treasury activities in the Americas. The role will face off to the Americas Regional Treasury and also focus on interest rate and FX risk control in Wealth Management Americas Treasury activities in a matrix organisation.
The responsibilities include:
- Work independently and collaboratively and establish close partnerships with key Treasury stakeholders in the Americas, Risk Control and Finance.
- Assess risks of complex assets and liabilities in a multi-currency balance sheet containing embedded derivatives and interest-rate dependent cash flows.
- Be the primary contact and provide independent oversight over Regional Treasury activities in the Americas leveraging competencies within the Firm-wide Treasury Risk Control function as required:
- Local liquidity and funding
- Face-off to the local regulators
- Fulfil and legal entity specific requirements
- Local resolution / recovery plans
- Local liquidity and funding
- Represent Firm-wide Treasury Risk Control in Wealth Management Americas and any other local ALCOs.
- Drive development and implementation of portfolio early warning metrics, risk sensitivities, stress testing, Risk-based PL sensitivity and tail-risk analysis tools.
- Contribute to the definition and maintenance of risk appetite policy for interest rate and FX risks in Wealth Management Americas Treasury related activities, proposing risk appetite / limits risks and monitoring against these.
- Independent oversight over risk representation of all related balance sheet items.
- Defining appropriate stress scenarios for the concerned portfolios and risks and monitoring the results.
- Use sophisticated valuation techniques and risk measurement tools to enhance balance sheet risk and capital management strategies consistent with requirements of Treasury management, markets and regulators.
- Oversight of valuation and assumptions and parameters used in the quantification of risk including yield curves, prepayment speeds, and client deposit behaviour modelling etc.
- Quantify, report and assist in mitigation of balance sheet risks in a systematic manner.
- Develop and implement policies, procedures, methodology, limits and reporting framework for Banking Book interest rate and FX risks.
February 23, 2012
• Tags: Firm-wide Treasury Risk Control recruitment, Regional Head Americas, Risk Management careers in the USA • Posted in: Financial