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Manager, Treasury Risk II

Job Summary
Excellent opportunity in the Irvine area

Identify and measure treasury risk exposures. Propose risk mitigation strategies and action plans. Conduct scenario analysis and implement selected alternatives. Manager’s objective is to support balance sheet modeling responsive to increasing business requirements. Manage team with ability to present recommendations to senior management.

Duties and Responsibilities
Modeling and Analytics
• Monitor treasury risks such as market risk, model risk, credit risk and counterparty risk. Establish models to measure and mitigate risks
• Communicate tradeoffs between risk and reward across an efficient frontier of outcomes with funding and planning teams
• Manage the development and implementation of analytical capabilities that enhance the organization’s understanding of the interaction of Net Interest Margin (NIM) and interest rate, credit, liquidity, and capital risks
• Provide guidance on drivers of NIM sensitivity and future market value sensitivity exposures
• Provide guidance and input to development and incorporation of credit, capital, and liquidity constraints to balance sheet efficient frontier analysis
Risk Strategy and Planning
• Develop the treasury exposure and risk framework. Work closely with executive management to understand the business needs and conditions and determine the analytical tools and data needed
• Direct the development of complex financial models used to formulate recommendations
• Provide subject matter expertise on various balance sheet and quantitative risk management concepts
• Drive execution of HCA initiatives by leading teams and influencing partners across the organization
• Assist with executive reporting and prepare Power Point presentations as needed
• All other duties as assigned

Knowledge and Skills
• Strong analytical and research skills with in depth knowledge of capital markets and regulatory / economic capital
• Must have knowledge of Treasury’s activities, both practical and theoretical
• Preferably has working knowledge of capital, market, and counterparty risk
• Excellent interpersonal skills and ability to work in a highly time-sensitive, dynamic and growing environment
• Excellent oral and written communication skills
• Strong team mentality
• Oversee multiple projects at the same time while keeping attention to detail
• Advance skill in MS Excel modeling and use of Macros
• Proficient in Power Point and other MS Office product, query tools and Bloomberg
• Knowledge of accounting and corporate finance
• Strong organization and multi-tasking skills
• Solid work ethic and dedication to excellence
Education and Experience

• Bachelor’s degree in business, accounting or finance required.
• Master’s degree in Financial Engineering, Economics, Finance Statistics or related quantitative background required
• Strong PC skills; SAS, SQL, Microsoft Access, Excel, Word, Power Point
• 5-10 years of relevant experience in Risk Management / Treasury / Quant area; Financial Industry Experience preferred

Find us at:

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Q-Lytics Consulting, Inc.
8352 Willow Run
Fogelsville, PA 18051
Phone: 610.530.1447

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