VP, Liquidity & Interest Rate Risk

Office Status: Hybrid

Salary: Up to $175,000

Responsibilities:

• Oversee the bank’s liquidity risk management framework, including stress testing, contingency funding plans, and regulatory liquidity ratios (LCR, NSFR, ILSTs).
• Manage interest rate risk (IRRBB) by assessing balance sheet exposures, monitoring rate sensitivities, and conducting scenario analysis.
• Work closely with Treasury and ALM teams to optimize liquidity and interest rate risk positions.
• Ensure compliance with regulatory requirements, including Basel III, SR 14-1, and local jurisdictional guidelines.
• Develop and enhance risk models and methodologies for liquidity risk and interest rate risk.
• Prepare risk reports for senior management, risk committees, and regulators.
• Conduct stress testing and scenario analysis to assess potential vulnerabilities in market conditions.
• Support regulatory submissions and responses to supervisory inquiries.
• Stay up to date on emerging regulatory developments and industry best practices in liquidity and IRRBB management.