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 practices (including Federal Reserve Horizontal Liquidity Review effective and lagging practices)• 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• Participate in validating Corporate Treasury/first line regulatory and internal audit issue remediation• Develop and maintain operating procedures• Complete ad-hoc projects and analysis• Summarize themes and relevant information from peer bank quarterly earnings calls for inclusion in reporting to division officer