Risk Manager (m/f) Structured Credit Risk

Bayern, München
30.11.2017

Daten dieser Anzeige

Job-ID: 006669877
Risk Manager (m/f) Structured Credit Risk

SSB International GMBH

Germany

https://ars2.equest.com/?response_id=152c7cbe197c672c45a010fa0767025f

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

Welcome to State Street GET TO KNOW US What We Do From our position at the very centre of the global financial system, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. Our systems help them to invest in a broad range of securities across open markets, execute their investment strategy and account for their trades. We first opened our doors in Europe in 1970 with an office in Munich and expanded our footprint into Frankfurt in 2003. Today, our services in Germany span the investment spectrum, including investment servicing, investment research and trading, and investment management. Who We Are We're more than 30,000 people in 30 countries. We're united by a common purpose: to help our institutional investor clients more effectively invest the world's savings. We keep our clients at the heart of everything we do. Our smart, engaged employees are essential to our client service and continued success. Our strength comes from within. With the vision of our people, we're managing and leading change as the global financial services industry evolves. We're committed to helping every employee feel valued so they can meet their full potential. It's part of our inclusion, development and corporate social responsibility commitment. CREATE THE FUTURE We're looking for motivated people who share our ambition to improve the efficiency of the world's financial system, interested in working in an environment that emphasises teamwork and integrity. We give our employees the tools to balance their professional and personal life, including paid volunteer days and access to employee networks so they can stay connected to what matters to them. Whether you're focused on quality assurance or working across business divisions, starting your career with State Street will build your own future as you help shape the future of financial services. Risk Manager Structured Credit Risk (m/f) – Job ID 173270. JOB OPENING 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. Major responsibilities 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 APPLICATION Next Steps to Employment at State Street Please visit statestreet.com/careers and click on "Job Opportunities" to search and apply for open positions. Please include your salary expectations. Take time to learn about State Street and the financial industry to be sure you are ready to discuss why you are interested. Should your experience appear to be a good match for the role, you will be contacted for an interview. Apply Now

Finanzdienstleistung/ Versicherung

Banken/ Finanzdienstleistungen

Angestellter/ Fachkraft

Vollzeit

Bayern

München