Liquidity Risk Monitoring & Analytics, Assistant Vice President

Mitsubishi UFJ Financial Group•New York, NY

6d•$116,000 - $150,000•Hybrid

About The Position

We're seeking a Liquidity and Interest Rate Risk Analyst to provide liquidity risk oversight within the Bank's 2 nd Line of Defense Risk Management Department. You will monitor the Bank's liquidity risk from ALM, derivatives, investment portfolio and funding activities. Your day-to-day focus is on monitoring, reporting, and analyzing reporting results, in addition to finding resolution of complex problems or transactions.

Requirements

3+ years of experience in liquidity risk or related function at a major bank or financial institution
Programming experience in MS Excel and VBA or other object orientated programming required, SQL experience is a plus
Strong analytical, technical, and interpersonal/communication skills
Strong writing and presentation skills
Experience with database and reporting software like OFSAA or OBIEE and Tableau
Bachelor's degree in a quantitative field.
Advanced degree is preferred

Responsibilities

Oversee liquidity risk monitoring and analytics.
Manage liquidly risk EWI's, cash flow stress testing and limits framework for the branch and subsidiaries.
Monitor developments in regulatory guidelines, assess requirements and implement compliant solutions.
Prepare and present reports and supplemental information for committees and regulatory requests.
Continuous development and enhancement of existing framework.
Assist in review and challenge and independent assessment analysis
Ad-hoc analysis to support various requests.