Support and enhance risk oversight including the measuring, reporting and monitoring of Interest Rate Risk, Credit Spread Risk and Pension Risk.
Drive work streams related to the ongoing enhancement of the Global Treasury Risk Management.
Analyze complex structured securities to understand the inherent risks of embedded optionalities.
Provide support on special projects, including review, oversight and analysis to support key strategic Global Treasury business initiatives.
Assist in enhancement and periodic calibration of risk limits, guidelines and policies, as needed.
Collaborate with GTRM colleagues, GT business partners and other relevant areas of the bank to assess market events and regulatory changes impact on interest rate risk, liquidity risk and mark-to-market risk.
Provide feedback and guidance on methodologies, techniques, models and tools to ensure alignment with internal and regulatory guidelines
Provide support on Treasury Risk reporting activities.
Ensure appropriate reporting and governance exists to communicate relevant risk information to senior management
Suggest and implement improvements to current reporting process. Education, Experience and Skills:
3 years of work experience in Treasury or Market Risk activities, or risk management and regulatory concerns related to those disciplines.
Advanced degree in Economics, Finance, Statistics or related field.
CFA, FRM designation a plus
Scripting knowledge and experience in at least one of the following: Python/R/ Spark/ VBA /SQL
Good understanding of financial instruments.
Self-starter with willingness to work in fast-paced environment
Willingness and ability to master concepts quickly.
Willingness to work in a position with uneven and high priority project work
Strong verbal and written communication skills in English language.
Internal Number: 5849394
About State Street UK
eFinancialCareers is a career site specializing in financial services.