Nada Sherazy

Liquidity Risk Analyst is responsible for assisting in the processing of the Liquidity Coverage Ratio (LCR) system, preparing LCR reports, and in the building and running of future liquidity management reports such as the 2052A and Net Stable Funding Ratio (NSFR).
The ability to maintain the Bank s Interest Rate Risk Model and be responsible for maintaining interest rate risk analytics that measure, monitor, and report on the Bank s asset/liability positions, interest rate risk, earnings sensitivity and other key metrics.
The ability to develop and maintain modeling assumptions document that incorporates all input into the Interest Rate Risk Model to create complete transparency of all assumptions to management, the Board of Directors, and the regulatory authorities.
The ability to interact with various oversight functions, including Audit, Regulators, Enterprise Risk Management, SOX, etc.
The understanding of regulation affecting interest rate risk management particularly at a Bank regulated by the Federal Reserve Bank and State Department of Banking and Securities.