Vice President Market Risk ALM Strategy recruitment
Responsibilities: • Drive the cross-functional development, where needed, of sophisticated balance sheet optimization modeling, taking into consideration multiple factors including earnings, rate risk profile, funding, capital, hedge accounting and other factors • Lead development of additional balance sheet management capabilities and hedging tactics, including FAS 133-compliant strategy development • Establish interest rate risk targets and tolerances, develop strategies to achieve these objectives, and quantify the Bank’s market risk – including rate risk, basis risk, curve Read more […]
August 22, 2011
• Tags: Risk Management careers in the USA, Vice President Market Risk ALM Strategy recruitment • Posted in: Financial • Comments Off on Vice President Market Risk ALM Strategy recruitment