Senior Risk Analyst
Current- Provide independent review and challenge of liquidity risk management strategies, limits/thresholds, model assumptions, and processes adopted by Corporate Treasury
- Assess the bank’s internal liquidity stress testing (ILST) and long-term cashflow forecasting processes relative to regulations (including Regulation YY), regulatory guidance (including SR 10-6), and industry best.
- Develop reports for governance committees on independent reviews and the resulting challenges and issues identified
- Contribute to model risk management practices, including in-depth review of model design, assumptions, implementation, and backtesting
- Review the bank's balance sheet to ensure that potential liquidity risks are identified, monitored, managed, and controlled
- Develop liquidity peer analysis dashboard with one-click quarterly refresh capability using S&P Global Capital IQ software