to be best-in-class. As an Associate in the Risk Management - Treasury and Chief Investment Office - Interest Rate Risk Management team... Interest Rate Risk and FTP Risk Management (IRRM) function. This function provides risk coverage for the Firm and Line...
compliance This group seeks to hire an Associate to join its Interest Rate Risk and FTP Risk Management (IRRM) function... Investment Office - Interest Rate Risk Management team, you will be responsible for managing the firm's interest rate risk...
. Calculate, interpret, and report interest rate risk in the banking book (IRRBB) and liquidity metrics: sensitivity gap, economic... value, regulatory scenarios. Conduct stress testing for both liquidity and interest rate risk, incorporating business...
/Chief Investment Office include structural interest rate and foreign exchange risk. Products utilized include long-term debt..., fixed income securities, interest rate swaps, cross currency swaps and credit related products. As a Controller...
interest rate risk and the firm's evolving HQLA portfolio. We take a bird's eye view on asset and liability management... offices. PRINCIPAL RESPONSIBILITIES Contribution to macro trade ideas in interest rate markets Risk management of the...