As a Risk Management Chief Investment Office Treasury and Corporate - Corporate Client Banking Market Risk Associate, you will manange firm wide Interest Rate and Liquidity and Capital Risk. Chief Investment Office Treasury and Corporate Risk also oversees the risk of the retained portfolio generated from the Chief Investment Office, Treasury and Corporate Chief Investment Office Treasury and Corporate businesses, and is responsible for the end to end risk framework within the Treasury

The Corporate Client Banking Market Risk team within Chief Investment Office Treasury and Corporate Risk seeks to hire a risk professional to join its Market Risk Management function. The position will involve overseeing market risk management for the Corporate Client Banking businesses including Home Lending (including Pipeline/Warehouse and Held-For-Investment) and Consumer (Auto). 

Job Responsibilities

• Monitor forward-looking analysis and strategic risk management for key risk measures including Value at Risk (VaR), Firm wide Stress and regulatory reporting, Risk Appetite, etc.
• Guide coverage of trading/hedging desks to ensure for adherence to limits and approved strategies.
• Perform deep-dives on relevant mortgage topics to support independent risk analysis.
• Participate in risk affirmation meetings and risk committees.
• Review of daily risk reports for accuracy and desk positioning.
• Perform testing and impact analysis of model updates.

Required Qualifications, Skills and Capabilities

• Minimum bachelor’s degree in finance/math discipline.
• Strong quantitative, analytical and technical skills. Mortgage experience and/or market risk a plus.
• Understanding of market risk metrics (delta, gamma, etc.).
• Excellent written and verbal communications skills. Must be able to communicate with a wide variety of functional groups.
• Ability to work independently with high attention to detail.
• Strong in controls, project management, time management.
• Demonstrated effectiveness working independently and in multi-disciplinary teams.
• Organized and able to execute responsibilities with minimal supervision.