Assoc, Interest Rate Risk in the Banking Book Oversight (7453)

Title: Associate, Balance Sheet Risk and Treasury Oversight

Office Status: Hybrid New York, NY

Base Salary: $90, 000 $135, 000 (commensurate with experience)




Overview:

A well-capitalized global financial institution is looking to add an Associate to its Treasury Risk team in New York. The group sits within the second line of defense and is responsible for independent oversight of interest rate risk and balance sheet exposures across the region. It is a high-visibility function that works closely with senior stakeholders and is actively investing in strengthening its risk frameworks and analytical capabilities. For an early to mid-career risk professional, this is an excellent environment to build deep expertise while working on genuinely complex problems.




Key Responsibilities:

• Support independent oversight of interest rate risk in the banking book and portfolio mark-to-market exposures across the region
• Analyze key risk metrics including EVE and NII sensitivities across a range of interest rate environments
• Review and challenge the methodologies, assumptions, and models used to measure and manage balance sheet risk
• Contribute to the enhancement of risk oversight frameworks, including reporting tools, analytics, and governance processes
• Prepare detailed risk analysis and reporting for senior management and internal risk committees
• Monitor risk limits and escalate breaches or emerging concerns in a timely and well-documented manner
• Work alongside first line treasury teams to understand business strategies and assess associated risk implications
• Participate in regulatory engagements and stay current on evolving supervisory expectations around balance sheet risk
• Maintain clear and thorough documentation of risk processes, controls, and methodologies
• Support automation and efficiency initiatives across risk reporting and analytics