The Treasury Risk and Liquidity Analyst role reports directly into the Head of Treasury.
• Providing solutions for fixed income investments and liquidity management through the applications of models based in Excel, Visual Basic, Access, SQL and Bloomberg for the Treasury desk.
• Producing reports to assist in the management of the desk (liquidity, flows, P&L, YCD analysis, cash flows, Dashboard, balance summary, stress-testing report, swaps portfolio, etc.)
• Executing and processing daily Treasury transactions (fixed income, money market and interest rate derivatives and FX).
• Developing applications to incorporate regulatory requirements for Treasury-ALM management.
• Going beyond existing frameworks by suggesting new ideas to enhance cash-flows management and fixed income investments.
• Enhancing daily activities of the desk and to assist in developing trading and liquidity strategies to improve the risk control and efficiency of the resources in the Treasury desk.
• Finding solutions for liquidity/risk management via detailed analysis.
• Closing transactions with clients and brokers.
• Assisting in the preparation of the ALCO report.
• Conducting studies for investments and securities analysis for relevant data research while upholding attention to detail.
• Performing other duties as assigned.
• Bachelor’s degree in engineering, math or related studies required. Masters degree or FRM certificate a strong plus.
• 1+ years of work experience at a financial institution with exposure to fixed income or treasury risk management.
• Strong quantitative experience and skills for financial modeling required.
• Advanced proficiency in Microsoft Office Excel, VBA, SQL, Access database modeling, and Python or other coding language for finance.
• Strong oral and written communication skills, with the ability to effectively communicate across all levels of management across the Branch/Head Office, regulators and examiners.
This Treasury Risk and Liquidity Analyst role is located in midtown Manhattan so please only apply if you are able to travel to this location, have relevant experience for the role and are eligible to legally work in the United States. The salary range is $70k-85k base plus discretionary bonus, dependant on experience and educational qualifications. If your profile matches the above criteria, please contact me on **email@example.com**