State Street · 1 day ago
Treasury Risk Manager, Vice President
Stamford, CT
Full-time
Onsite
Mid, Senior Level
$120K/yr - $202K/yr
7+ years expState Street is a global leader in financial services, and they are seeking an experienced senior Treasury Risk Manager to provide oversight of interest rate risk management for the firm’s balance sheet. The role involves independent assessments, developing risk limits, and collaborating with various teams to ensure effective risk management practices.
BankingFinanceFinancial Services
Responsibilities
Provide independent oversight of balance sheet interest rate risk (IRR), 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 data and risk calculations
Perform independent assessments of the overall accuracy, effectiveness, and reliability of the balance sheet interest rate risk management framework
Participate in special projects and review business strategies and new business initiatives to ensure business objectives are met within the firm’s overall risk appetite
Review, challenge and report the firm's balance sheet interest rate risk profile and changes timely and accurately
Develop interest rate risk limits, policy, guidelines and operating procedures, according to regulatory requirements and industry best practices
Develop and/or improve interest rate risk measurements and methodologies to capture all key risk factors as market condition changes and for new business initiatives
Oversight of risk capturing of client's deposit behaviors and impacts to NII and EVE. Recommend and/or review risk measurement overlay if needed
Review and challenge of CCAR and quarterly stress testing results and perform risk attribution analyses
Oversight of underlying assumptions of QRM system implementation (e.g., interest rate term structure models, volatility models) and their impacts to risk metrics results
Prepare analyses, reports and data for senior management, audit, regulatory communication and exams, and rating agency requests
Collaborate with the Modelling and Analytics team in implementation of risk metrics and models
Support risk and/or regulatory projects and remediation as required; independently driving forward assigned tasks
Qualification
Required
7+ years of experience in roles related to asset-liability management with a focus on balance sheet interest rate risk; exposure to regulatory interactions is a plus
At least undergraduate degree in Finance, Economics, Business or quantitative field (such as mathematics, statistics, computer science, etc.) with a proven affinity to financial services; graduate degree or professional designations such as CFA or FRM are a plus
Experience with US and EU banking book interest rate risk regulatory requirements
Deep knowledge of financial instruments, balance sheet structure and hedging, behavioral modeling of assets and liabilities, fund transfer pricing, and applicable risk measures like NII and EVE sensitivities
In-depth understanding of financial statements of financial institutions and impacts from central bank policy changes to financial institutions
Good working knowledge of financial products, such as fixed income securities, foreign exchange products, and interest rate derivatives
Good understanding of hedging strategies against interest rate risk and FX exchange risk
Strong verbal and written communication skills, with ability to articulate effectively ideas and analysis to senior management
Strong analytical skill on working with large balance sheet data. Proficiency with asset liability management systems, such as QRM, is a plus
Self-starter with critical thinking skills and strong financial acumen, willingness to work in a fast-paced and high-energy level environment, and highly organized to manage competing deadlines
Team player with unquestionable integrity and ethical standards. Ability to gain trust and respect of business partners
Preferred
Graduate degree or professional designations such as CFA or FRM are a plus
Proficiency with asset liability management systems, such as QRM, is a plus
Benefits
Retirement savings plan (401K) with company match
Insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
Paid-time off including vacation, sick leave, short term disability, and family care responsibilities
Access to our Employee Assistance Program
Incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans)
Eligibility for certain tax advantaged savings plans
Flexible work-life support
Paid volunteer days
Vibrant employee networks that keep you connected to what matters most
Company
State Street
State Street offers a range of financial services, including investment management, research and trading, as well as asset management.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
$12.05B2025-10-23Post Ipo Debt· $1B
2025-04-24Post Ipo Debt· $2B
2025-02-06Post Ipo Equity· $750M
Leadership Team
Ronald O'Hanley
Chairman and Chief Executive Officer
R
Renee LaRoche-Morris
Senior Vice President, Chief of Staff to the COO; Head of CAO Services
Recent News
legacy.thefly.com
2026-01-22
Company data provided by crunchbase