|Category||Finance||Job type||Full Time|
The Treasury Risk Reporting & Analysis team within the Risk Reporting organization focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm. The team works with Risk Managers, Treasury and Finance to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.
Accrual risk metrics include 48 Interest Rate Exposure (IRE), 4 Economic Value Sensitivity, Economic Risk Capital, OCI Capital at Risk, and numerous Stress Scenarios.
The team is working towards completing a multiyear, cross-functional effort to implement the RUBY system as the firm's standard platform for interest rate risk measurement. RUBY will support more sophisticated and granular product models and dynamic forecasting of net interest revenue under different scenarios.
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|Employer||VP, Treasury Risk Reporting|