Market Risk Manager - Interest Rates, Vice President

Job description

Job Description State Street Global Treasury Risk Management (GTRM) provides second line oversight of trading market risk across Markets and Treasury divisions as well as capital, liquidity and investment risk oversight of the firm’s Treasury activities in the banking book. GTRM is a unit within the Financial Risk group of Enterprise Risk Management (ERM). We seek to hire an experienced senior Market Risk Manager to provide second line oversight of the bank’s trading and market risk activities within the Markets and Treasury divisions across the globe. Position and Primary Duties and Responsibilities The Market Risk Manager will: Provide global independent risk oversight of market risk, including identification of risks and drivers, establishment and maintenance of risk limits and other risk controls, measurement and analysis of risks, and monitoring and reporting of risks, including validation of position data and risk calculations Help develop and implement risk management systems (specifying requirements, supporting implementation and testing) Prototyping and development of enhanced risk management tools Collaborate with the Model Analytics team in implementation of market risk...