Office Status: Hybrid
Salary: $188,000 to $220,000
Responsibilities:
In-depth knowledge of market risk, credit risk, liquidity risk, operational risk, and other risks.
In-depth knowledge of U.S. and international banking laws and regulatory requirements and best practices (specifically risk management frameworks and regulatory requirements such as FRTB, Basel Market Risk Rule, IRBB, Basel SA-CCR, Dodd Frank Act, CFTC Rule 23.600, the Volcker Rule, and Swap Dealer registration requirements, SR 11-07, SR 11-10, etc.)
Strong knowledge of derivatives and their key risks, particularly interest rate and FX products and an expert understanding of relevant risk and related valuation concepts (e.g. VaR and stress-testing standards, counterparty exposure estimation, liquidity estimation, model assessment and validation, documentation, and reporting approaches).
Familiarity with risk management frameworks for various valuation risk adjustments in derivatives (e.g. CVA, DVA, FVA, CTDVA, KVA and IM).
Experience dealing with regulators such as FRB, NY DFS, CFTC, NFA and FINRA.
Understands the broader picture of how subsidiaries fit into CUSO and the regulatory requirements facing various entities.
Excellent communication skills, leadership and relationship-building skills to work with internal departments, affiliates, Head Office and regulatory bodies.
Expert ability to work collaboratively with internal risk management colleagues and risk management leaders across all subsidiaries and globally.
Strong reasoning ability understands complex situations, people and systems needs against backdrop of managing a risk management environment.
Strong analytical skills; great attention to detail.
Strong project management skills: ability to work independently
