Job Description

The Treasury/Chief Investment Office (T/CIO) is responsible for firm wide asset and liability management, including:

• Aggregating and managing the interest rate risk of the firm's four main lines of business (LOBs), primarily through a global investment securities portfolio
• Managing the firm's funding and liabilities through long-term debt and other funding sources, and managing short term cash deployment activities
• Aggregating and managing the firm's liquidity risk, including deploying the firm's excess liquidity. Also responsible for compliance with both internal and regulatory liquidity requirements
• Aggregating and managing the firm's structural foreign exchange risk
• Managing the end-to-end risk-weighted asset (RWA) and capital measurement processes across the firm, ensuring efficient and appropriate management of our capital, and managing the Firm wide Capital Stress Testing process

This role is a senior role and will have significant interaction and visibility with all levels of management across the firm.

• Lead a team of risk professionals across multiple levels of seniority in the group
• Defining, establishing and enhancing risk frameworks for liquidity and interest rate risk coverage of legal entities
• Analysis and deep dive topics of liquidity risk, interest rate risk and FTP for applicable legal entities.
• Establishing appropriate control and limit framework including approving limits and indicators.
• Bespoke Stress testing and ad-hoc analysis of legal entities balance sheets
• Defining and establishing a Liquidity and Interest Rate Risk Appetite framework for applicable legal entities and manage to the defined framework
• Significant interaction with on-site and horizontal supervisory teams across multiple jurisdictions
• Appropriate escalation to senior management, up to the Board of Directors, as required

Required Knowledge, Skills, and Abilities

• Extensive experience building and managing risk frameworks at large financial institutions
• Proven track record of risk expertise and leading teams of risk professionals
• Substantial experience in building relationships and managing interactions with regulators
• Capital markets product experience is a requirement
• Strong understanding of derivatives risk management
• Strong analytical background with sound understanding of settlement and collateral risk
• Excellent oral and written communication skills, with an ability to develop and deliver effective presentations to senior management
• Demonstrated ability to partner effectively across different businesses and functional areas
• Strong critical thinking skills, with thorough attention to detail
• Good people leadership skills and track record of managing large teams.
• Developing talent and good partnership skills
• Collaborative approach to problem solving
• Experience working in a Treasury division
• Knowledge of accounting practices for managing bank portfolios
• Bachelor's/Master's Degree in business or finance.