The candidate manages a team of risk managers who are responsible for assessing, measuring and monitoring interest rate risk in the banking book. The Risk Manager of Interest Rate Risk Management in the Banking Book (IRRBB) reports to the Head of Non-Trading Market Risk and must have extensive Treasury/Finance and/or risk management experience relevant to Asset Liability Management / Balance Sheet Management. Relevant experience working for a U.S. GSIB is desired. S/He must possess excellent communication and presentation skills for interactions with Treasury, Independent Risk, regulators, auditors and various senior management and Board committees. This individual must have the credibility to influence others in senior management, collaborate effectively across divisions, build relationships between Independent Risk and the business, and enhance and improve our Interest Rate Risk Management activities. This person should have an engaged, hands-on style of leadership, be detail-oriented, question the status quo, and have a strong track record of driving execution.

Responsibilities

Responsible for the direction and execution of the Independent Risk responsibilities covering Interest Rate Risk Management:

• Directly manage a team of risk managers
• Manage balance sheet interest rate risk
• Independently assess interest rate risk quantification methodology and assumptions, metrics, governance and controls and forecast
• Interface with the Corporate Treasury senior staff and all units of Treasury on risk and strategy issues
• Be responsible for key risk management processes as they relate to IRRBB, including risk identification, risk policies and limits, risk appetite, and stress testing, while also participating in broader risk and capital initiatives such as ICAAP and CCAR
• Produce value-adding risk reports for senior management and key oversight committees
• Be an active member of relevant risk oversight committees

Qualifications and Experience

• Advanced degree in Economics, Math, or Hard Sciences highly preferred
• 15 years working in financial services, preferably for U.S. GSIBs
• Experience in a leadership role in Treasury, Finance or Risk, either within a Treasury or Enterprise Risk function
• Experience managing a team of professionals and strong attracting/developing talent skills
• Experience with senior management, Board, and regulatory communications
• Strong oral and written communication skills; comfortable making presentations to executives and large groups of professionals
• Excellent influencing; able to influence senior management by articulating and defending a point of view in an open, collaborative dialogue
• Demonstrated success at building relationships at all levels and collaborating across organizational boundaries
• Proven decision-making and negotiation skills with an ability to drive execution
• Detail oriented with a hands-on management style
• Pursues and welcomes new thinking and insights, questions the status quo
• A natural communicator who actively looks for ways to work effectively with the company’s many internal and external constituencies

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