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Vice President, Market and Liquidity Risk at BNY
Wrocław, Lower Silesian Voivodeship, Poland -
Full Time

Start Date

Immediate

Expiry Date

15 Apr, 26

Salary

0.0

Posted On

15 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Market Risk, Liquidity Risk, Treasury, ALM, Risk Management, Quantitative Analysis, Interest Rate Risk, Capital Frameworks, Regulatory Frameworks, Stress Testing, Macroeconomic Analysis, Stakeholder Management, Communication Skills, IRRBB Analytics, ALM Tools, Scenario Design

Industry

Financial Services

Description
Bachelor's degree or equivalent experience required; Master's degree preferred. 3-5 years of experience in financial services, ideally in Treasury, ALM, Risk Management, or related disciplines. Strong quantitative background (e.g., math, statistics, finance, economics, operations research, risk management) with practical experience in interest rate risk and capital/liquidity frameworks. Familiarity with European regulatory frameworks: EBA IRRBB/CSRBB Guidelines, CRD/CRR, ECB SSM expectations, ICAAP/ILAAP, SREP, Pillar 2, and stress testing practices. Ability to analyze and report on macroeconomic issues, interest rate risk, credit risk interactions, liquidity risk constraints, and capital adequacy considerations (e.g., CET1, leverage ratio, buffers). Experience with IRRBB analytics platforms and ALM tools (experience with QRM is a plus), and proficiency in working with sensitivity metrics (EVE, NII), scenario design, and stress testing. Evaluate and present analysis on new risk taking initiatives raised by IRRBB group. Conducting deep dives on asset classes and individual securities as well as end-to-end risk management evaluations covering surveillance, valuation, impairment, and stress modeling. Strong communication and stakeholder management skills; capable of producing high-quality materials for governance forums and senior management, and delivering effective second-line challenge.

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Responsibilities
The Vice President will evaluate and present analysis on new risk-taking initiatives and conduct deep dives on asset classes and individual securities. The role involves end-to-end risk management evaluations covering surveillance, valuation, impairment, and stress modeling.