The role:

SoFi’s Treasury Risks and Capital Oversight team performs risk oversight and risk governance activities related to credit, market, liquidity, strategic, operational, reputational and other key types of risks inherent to the Company’s product mix.

Manager, Treasury Risks and Capital Oversight will execute a wide range of risk oversight and risk governance activities in the market risk and capital adequacy areas and will report to Senior Director, Treasury Risks and Capital Oversight who leads the 2nd line of defense in the treasury risks and capital adequacy space.

Key responsibilities include:

Perform continuous monitoring of the Company’s exposures in treasury risks and capital with the focus on interest rate risk and price risk. Develop monitoring tools and challenger models, including data sourcing, calculation and reporting.

Review risk models and end-user applications utilized by 1st line of defense to manage risk, including product-specific assumptions, application of stress scenarios, asset valuation and hedging strategies

Perform periodic review and challenge activities of the Company’s treasury risks and capital management framework components with the focus on interest rate risk and price risk, including assessing the adequacy and effectiveness of risk controls.

Assist the team in executing risk governance activities such as risk identification, risk taxonomy, risk appetite limits setting and calibration and reporting to various levels of the Company’s governance forums

What you’ll need:

• 5+ years of experience in the treasury or risk management functions of large financial institutions focusing on asset-liability management and/or market risk. Working experience in managing and/or governing repricing risk, curve risk, optionality risk, basis risk, funding spread risk and price risk.

• Deep understanding of accounting principles and capital exposures inherent to bank and broker-dealer balance sheet and off-balance sheet products, such as unsecured and secured funding and lending, contingent assets and liabilities, fixed income, credit and interest rate derivatives and other products

• Working experience with US and Basel regulations governing interest rate risk, market risk and capital stress testing

• Experience in working with large datasets and producing data-driven insights. Proficiency in VBA, SQL, Python, R, Tableau, C++, Alteryx

• Excellent written and verbal communication skills, including the ability to effectively summarize complex topics and produce materials for various levels of governance forums and executives

• Degree in a quantitative discipline or an economic discipline with a demonstrated ability to apply quantitative methods in solving complex problems

• Experience in leading and successful execution of projects including collaborating with stakeholders across the organization

• Experience in coaching and developing junior team members

• Preferred: Experience in building or reviewing statistical models and complex end-user calculators

• Preferred: FRM or CFA certifications