Charlotte, North Carolina

Job Description:

GMFR - Global Markets Liquidity and Capital Risk Specialist

Be part and grow your career within Bank of America's team responsible for providing independent Liquidity and Capital Risk oversight of Global Markets activities as well as Funds Transfer Pricing

The selected candidate will be accountable for conducting some of the team execution of firm's liquidity, capital and/or interest rate risk framework activities, notably independent liquidity risk monitoring, metrics calibration, deep dives, stress testing modeling and daily oversights

Role Summary:
This particular role will be part of the team that covers from the second line perspective the capital and liquidity risk activities and management of Global Markets (as an LOB), US Broker Dealers entities, Structured Notes activities, FX maturity funding gaps as well as Funds Transfer Pricing (FTP)
The selected candidate will assists in identifying, measuring, monitoring and controlling, as well as providing liquidity and capital risk insights and advice on Global Markets activities to Risk and Business senior management. Coordinate and connect risk topics with the Lines of Business (Fixed Income/Commodities and Equities), Treasury as well as GMFR colleagues
Key components of the Capital and Liquidity Risk Management programs include appropriate risk identification, risk monitoring processes, establishment of limits and metrics, and establishment of effective capital and liquidity stress testing modeling of Global Markets' activities across a range of scenarios.

Key responsibilities:
  • Provide effective review and challenge of liquidity risk and activities (including ongoing monitoring and escalation, portfolio monitoring/controls, and as appropriate internal reporting/quantitative assessments and visualization, risk metrics design/calibration, forecasting, internal liquidity risk stress-testing modeling, and new product/expansion/modification)
  • Develop and demonstrate acumen for the identification of liquidity risks and mitigants affecting or resulting from LOB activities (including market and economic environment, new product or non-standard transaction, connectivity to other risk stripes, as well as business processes weaknesses)
  • Contribute to the various annual Independent Assessment the team produces, Recovery and Resolution Plan and playbooks review, CCAR contributions, as well as those coordinated by other risk teams
  • Contribute to various department activities and communications, team achievements and select deep-dives
Core Competencies of team members:
  • Communication: can articulately paint credible pictures & visions of possibilities and likelihoods
  • Resilience: remains optimistic and persistent. On occasion required to take an unpopular stand
  • Collaboration: develops networks and builds alliances; collaborates to achieve common goals. Influencing and negotiating across Global Market and Treasury partners, as well as the horizontal ELCRM, Compliance & OpRisk, and other verticals (Banking, CFO and International) risk colleagues
  • Interpersonal Skills: treats others with courtesy, sensitivity, and respect
  • Leveraging Diversity: fosters an inclusive workplace where diversity and individual differences are valued and leveraged to achieve the vision and mission of the organization. Exposure and involvement with Employee Engagement initiatives including supporting Diversity & Inclusion efforts

Required Candidate Qualifications:
  • Intellectual curiosity and learning agility to accurately interpret, understand and evaluate a variety of risks
  • Strong technical and analytical skills (including both analysis of financial data and written reports) - eg. math/science background, advanced Excel, VBA or programing language, SQL
  • Candidate would typically have 2+ years of Treasury, Markets (fixed income and/or equities), Finance / Accounting or Risk Management experience -- unusual backgrounds or experiences welcomed
  • Talk and writes in a clear, concise, organized, and convincing manner for the intended audience
  • Strong business-centric mindset with ability to utilize sound business judgment and tailor approach to drive optimal business outcomes


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
--> Job Description:

GMFR - Global Markets Liquidity and Capital Risk Specialist

Be part and grow your career within Bank of America's team responsible for providing independent Liquidity and Capital Risk oversight of Global Markets activities as well as Funds Transfer Pricing

The selected candidate will be accountable for conducting some of the team execution of firm's liquidity, capital and/or interest rate risk framework activities, notably independent liquidity risk monitoring, metrics calibration, deep dives, stress testing modeling and daily oversights

Role Summary:
This particular role will be part of the team that covers from the second line perspective the capital and liquidity risk activities and management of Global Markets (as an LOB), US Broker Dealers entities, Structured Notes activities, FX maturity funding gaps as well as Funds Transfer Pricing (FTP)
The selected candidate will assists in identifying, measuring, monitoring and controlling, as well as providing liquidity and capital risk insights and advice on Global Markets activities to Risk and Business senior management. Coordinate and connect risk topics with the Lines of Business (Fixed Income/Commodities and Equities), Treasury as well as GMFR colleagues
Key components of the Capital and Liquidity Risk Management programs include appropriate risk identification, risk monitoring processes, establishment of limits and metrics, and establishment of effective capital and liquidity stress testing modeling of Global Markets' activities across a range of scenarios.

Key responsibilities:
  • Provide effective review and challenge of liquidity risk and activities (including ongoing monitoring and escalation, portfolio monitoring/controls, and as appropriate internal reporting/quantitative assessments and visualization, risk metrics design/calibration, forecasting, internal liquidity risk stress-testing modeling, and new product/expansion/modification)
  • Develop and demonstrate acumen for the identification of liquidity risks and mitigants affecting or resulting from LOB activities (including market and economic environment, new product or non-standard transaction, connectivity to other risk stripes, as well as business processes weaknesses)
  • Contribute to the various annual Independent Assessment the team produces, Recovery and Resolution Plan and playbooks review, CCAR contributions, as well as those coordinated by other risk teams
  • Contribute to various department activities and communications, team achievements and select deep-dives
Core Competencies of team members:
  • Communication: can articulately paint credible pictures & visions of possibilities and likelihoods
  • Resilience: remains optimistic and persistent. On occasion required to take an unpopular stand
  • Collaboration: develops networks and builds alliances; collaborates to achieve common goals. Influencing and negotiating across Global Market and Treasury partners, as well as the horizontal ELCRM, Compliance & OpRisk, and other verticals (Banking, CFO and International) risk colleagues
  • Interpersonal Skills: treats others with courtesy, sensitivity, and respect
  • Leveraging Diversity: fosters an inclusive workplace where diversity and individual differences are valued and leveraged to achieve the vision and mission of the organization. Exposure and involvement with Employee Engagement initiatives including supporting Diversity & Inclusion efforts

Required Candidate Qualifications:
  • Intellectual curiosity and learning agility to accurately interpret, understand and evaluate a variety of risks
  • Strong technical and analytical skills (including both analysis of financial data and written reports) - eg. math/science background, advanced Excel, VBA or programing language, SQL
  • Candidate would typically have 2+ years of Treasury, Markets (fixed income and/or equities), Finance / Accounting or Risk Management experience -- unusual backgrounds or experiences welcomed
  • Talk and writes in a clear, concise, organized, and convincing manner for the intended audience
  • Strong business-centric mindset with ability to utilize sound business judgment and tailor approach to drive optimal business outcomes


Job Band:
H5

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
Job Description:

GMFR - Global Markets Liquidity and Capital Risk Specialist

Be part and grow your career within Bank of America's team responsible for providing independent Liquidity and Capital Risk oversight of Global Markets activities as well as Funds Transfer Pricing

The selected candidate will be accountable for conducting some of the team execution of firm's liquidity, capital and/or interest rate risk framework activities, notably independent liquidity risk monitoring, metrics calibration, deep dives, stress testing modeling and daily oversights

Role Summary:
This particular role will be part of the team that covers from the second line perspective the capital and liquidity risk activities and management of Global Markets (as an LOB), US Broker Dealers entities, Structured Notes activities, FX maturity funding gaps as well as Funds Transfer Pricing (FTP)
The selected candidate will assists in identifying, measuring, monitoring and controlling, as well as providing liquidity and capital risk insights and advice on Global Markets activities to Risk and Business senior management. Coordinate and connect risk topics with the Lines of Business (Fixed Income/Commodities and Equities), Treasury as well as GMFR colleagues
Key components of the Capital and Liquidity Risk Management programs include appropriate risk identification, risk monitoring processes, establishment of limits and metrics, and establishment of effective capital and liquidity stress testing modeling of Global Markets' activities across a range of scenarios.

Key responsibilities:
  • Provide effective review and challenge of liquidity risk and activities (including ongoing monitoring and escalation, portfolio monitoring/controls, and as appropriate internal reporting/quantitative assessments and visualization, risk metrics design/calibration, forecasting, internal liquidity risk stress-testing modeling, and new product/expansion/modification)
  • Develop and demonstrate acumen for the identification of liquidity risks and mitigants affecting or resulting from LOB activities (including market and economic environment, new product or non-standard transaction, connectivity to other risk stripes, as well as business processes weaknesses)
  • Contribute to the various annual Independent Assessment the team produces, Recovery and Resolution Plan and playbooks review, CCAR contributions, as well as those coordinated by other risk teams
  • Contribute to various department activities and communications, team achievements and select deep-dives
Core Competencies of team members:
  • Communication: can articulately paint credible pictures & visions of possibilities and likelihoods
  • Resilience: remains optimistic and persistent. On occasion required to take an unpopular stand
  • Collaboration: develops networks and builds alliances; collaborates to achieve common goals. Influencing and negotiating across Global Market and Treasury partners, as well as the horizontal ELCRM, Compliance & OpRisk, and other verticals (Banking, CFO and International) risk colleagues
  • Interpersonal Skills: treats others with courtesy, sensitivity, and respect
  • Leveraging Diversity: fosters an inclusive workplace where diversity and individual differences are valued and leveraged to achieve the vision and mission of the organization. Exposure and involvement with Employee Engagement initiatives including supporting Diversity & Inclusion efforts

Required Candidate Qualifications:
  • Intellectual curiosity and learning agility to accurately interpret, understand and evaluate a variety of risks
  • Strong technical and analytical skills (including both analysis of financial data and written reports) - eg. math/science background, advanced Excel, VBA or programing language, SQL
  • Candidate would typically have 2+ years of Treasury, Markets (fixed income and/or equities), Finance / Accounting or Risk Management experience -- unusual backgrounds or experiences welcomed
  • Talk and writes in a clear, concise, organized, and convincing manner for the intended audience
  • Strong business-centric mindset with ability to utilize sound business judgment and tailor approach to drive optimal business outcomes


Shift:
1st shift (United States of America)

Hours Per Week:
40
Learn more about this role

Charlotte, North Carolina

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