Senior Vice President, Market and Liquidity Risk Manager in Wiesbaden

Overview

In this role you will provide independent second-line oversight of market and capital risk across treasury and investment activities for BNY’s European entities. You’ll challenge first-line risk practices, review risk frameworks, and ensure alignment with regulatory expectations and the firm’s risk appetite. You will work closely with Treasury, Finance, Capital Management, and ALM to integrate risk signals across market, liquidity, valuation, and capital dimensions. The role offers the chance to shape risk governance in a GSIB context while engaging with senior stakeholders across borders. This is a high-impact position in Frankfurt that combines technical risk expertise with regulatory fluë

Leistungen / Benefits

• competitive compensation
• comprehensive benefits
• wellbeing programs
• flexible global resources and tools
• focus on health and resilience
• generous paid leaves including volunteer time

Verantwortungsbereiche

• Provide independent second-line oversight and challenge of market and capital risk across treasury and investment portfolio activities in European entities
• Review risk identification, measurement, monitoring, control, governance, and reporting frameworks for investment portfolio market risk, capital risk, and valuation-related risk
• Assess adequacy of first-line methodologies, triggers, and management information used to oversee treasury and investment portfolio risks
• Review investment portfolio securities exposure, pricing methodologies, and hedging derivatives
• Analyze Capital Risk framework, regulatory stress testing, and ICAAP processes within Legal Entities
• Assess risk implications of balance sheet decisions, investment strategies, hedging, and legal entity changes across European jurisdictions
• Evaluate risk implications of new products, portfolio strategies, and material balance sheet changes on market risk, capital consumption, liquidity, and regulatory compliance
• Conduct thematic reviews and deep dives across asset classes and entities to evaluate exposures, valuations, stress vulnerabilities, and end-to-end risk management

Zentrale Anforderungen

• Bachelor’s degree or equivalent experience
• Significant experience in market risk, treasury risk, capital risk, or related balance sheet risk management
• Strong understanding of market risk concepts (IR risk, spread, curve, basis, hedging, valuation sensitivities, stress testing)
• Knowledge of capital adequacy frameworks (ICAAP, capital planning, balance sheet optimization)
• Experience reviewing risk metrics, limits, stress tests, and MIS for investment portfolio and treasury risk
• Familiarity with European regulations (CRR, CRD, EBA guidance, PRA/ECB expectations, ICAAP, SREP)
• Strong analytical ability to interpret exposures and connect analysis to management decisions and regulatory expectations
• Strong written and verbal communication skills for senior stakeholders
• Experience with market data providers (Bloomberg, Reuters)
• Ability to apply AI modeling techniques to support business objectives
• Ability to evaluate and apply data/AI-driven methods aligned with BNY strategy

• Strong analytical thinking
• Effective communication with senior stakeholders
• Collaborative cross-functional collaboration
• Market risk concepts for treasury/investment portfolios
• Capital risk and regulatory capital frameworks
• Stress testing, scenario design, sensitivity analysis