For our Enterprise Risk Management – Global Treasury Risk Management department in our company State Street in Munich we are looking for a Risk Manager Structured Credit Risk (m/f) – Job ID 173270.
- Identification, quantification and oversight of treasury risks in complex assets and liabilities in multi-currency balance sheets
- Oversight of Continental European structured credit risk activities across SSBIG, implementing Global Treasury Risk methodologies, policies and procedures, adapted to local requirements as necessary.
- Oversight and day-to-day management of treasury activities in SSBIG, mainly focused on structured credit risks, but also analyzing liquidity and mark-to-market risk.
- Lead internal BAU as well as regulatory structured credit risk stress testing for Investment Portfolio assets (credit and market risk)
- Conduct market and portfolio analysis to provide credit risk coverage
- Run and organize the monthly surveillance meeting for the Investment Portfolio assets
- Collateral analysis and monitoring of the SSBIG reverse repo activities
- Contribute to the SSBIG’s Risk Management team and to the implementation of a transformation agenda as well as risk appetite statements
Education, Experience and Skills
- Advanced degree in Economics, Finance, Statistics or related field
- CFA, FRM or related candidates is a benefit
- Several years of experience in Structured Credit Risk for example in a significant bank or rating agency
- Knowledge of the IFRS 9 accounting standard, US GAAP CECL, emerging European or German regulations is a plus
- Previous experience in regulatory stress tests is a plus
- Strong verbal and written communication skills in English language, with ability to articulate effectively ideas and highly technical concepts to non-technical audiences and senior management
- Strong quantitative, statistical aptitude/skills, with a focus on data analytics
- Self-starter with willingness to work in a fast-paced environment
- Team leadership skills
Job Opening ID