Vice President, Market and Treasury Risk
About The Position
We’re seeking a future team member for the role of Market Risk Manager to join our Market and Treasury Risk team providing second line oversight over the investment portfolio which is managed by the Chief Investment Office (CIO). This role is located in New York City. In this role, you’ll make an impact in the following ways: Identify opportunities and develop AI-enabled tools to improve the effectiveness, consistency and timeliness of portfolio risk oversight activities. Perform in-depth portfolio risk analysis, monitoring and reporting in line with established practices. Evaluate and present analysis on new risk-taking initiatives raised by the CIO, including implications for portfolio risk, governance, controls and the broader treasury balance sheet. Conduct detailed deep dives on asset classes and individual securities, as well as end-to-end assessments of the supporting risk management processes, including surveillance, valuation, impairment, and stress modeling.
Requirements
- Experience using, implementing or developing AI machine learning, natural language processing or advanced language processing tools within a risk management environment
- Intellectual curiosity, sound judgment, and a continuous improvement mindset, including interest in helping scale the use of AI and emerging technologies across the Portfolio Risk function
- Experience in portfolio risk, treasury risk, market risk, investment risk or fixed income risk management, preferably within a large, complex and highly regulated financial institution
- Strong understanding of structured and non-structured fixed income securities, including key risk drivers, valuation considerations, and portfolio construction implications.
- Knowledge of asset-liability management, liquidity, capital, and balance sheet management concepts relevant to Treasury investment activity
- Strong analytical, communication, and problem-solving skills, with the ability to synthesize complex information into clear and actionable insights
Responsibilities
- Identify opportunities and develop AI-enabled tools to improve the effectiveness, consistency and timeliness of portfolio risk oversight activities
- Perform in-depth portfolio risk analysis, monitoring and reporting in line with established practices
- Evaluate and present analysis on new risk-taking initiatives raised by the CIO, including implications for portfolio risk, governance, controls and the broader treasury balance sheet
- Conduct detailed deep dives on asset classes and individual securities, as well as end-to-end assessments of the supporting risk management processes, including surveillance, valuation, impairment, and stress modeling
Benefits
- competitive compensation
- benefits
- wellbeing programs
- access to flexible global resources and tools
- generous paid leaves
- paid volunteer time
- medical, dental, vision, and basic life insurance plans
- various paid time off benefits, such as vacation and sick time
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What This Job Offers
Job Type
Full-time
Career Level
Manager
Education Level
No Education Listed
Number of Employees
1-10 employees
