Job Responsibilities
This VP is required to have - and to develop further - the financial skills to understand at a detailed level how the products work, and how the pricing and risk are modelled. You will also need a high level of programming ability to develop, test and deploy models.
The role involves working closely with technology teams to lead implementation projects and communicating requirements and impact of changes to business partners, including Market Risk and Front Office teams.
Products we cover include: Treasury/Chief Investment Office portfolio (positions managed in): Corporates, Municipals, Commercial Loans Online, Commercial Mortgage Backed Secruities, Agency Multifamily, Asset Backed Securities, Cross Currency Swaps, Caps/Floors, US Treasuries, Foreign Sovereigns, Interest Rate Swaps, Long-term debt, Federal Home Loan Bank Advances, Preferred Equity, Credit Card Securitizations, Commercial Paper; Banking book (managed by Lines of Business): Bank/Corporate Owned Life Insurance, Credit Card, Fund Transfer Pricing, Auto Loans, Commercial Term Lending, Ongoing Mortgage Loans, Auto Leases, Deposits, Other Assets and Liabilities, Certificates of Deposit, Asset Backed Commercial Paper, Wholesale Loans, Home Equity Lines of Credit, Legacy Mortgage Loans, Non-Performing Loans, Paycheck Protection Program loans
Required Qualifications, Skills, and Capabilities
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