Senior Financial Risk Analyst

• Support oversight of the company's investment portfolio and mortgage asset portfolio, including hedging activities
• Review investment portfolio and mortgage asset exposures and hedging strategies
• Perform basic scenario analysis and stress testing
• Monitor portfolio exposures, including duration, convexity, liquidity, and credit risk
• Validate stress testing results
• Prepare risk reports and summaries for management and risk committees
• Work with Treasury, Mortgage Capital Markets, and Asset Liability Management teams to gather data and support risk oversight
• Document oversight processes and help ensure adherence to risk limits and regulatory requirements
• Review hedge performance metrics, including Earnings at Risk and Economic Value of Equity
• Ensure compliance with Board-approved risk limits and regulatory requirements
• Maintain documentation of oversight processes and challenge activities

• Bachelor's degree in finance, Economics, Mathematics, or related field
• 4+ years in risk management, Asset Liability Management, investment portfolio oversight, or Mortgage Capital Markets with a strong focus on analytics
• Familiarity with fixed income securities, derivatives, or hedging instruments is a plus
• Intermediate to advanced knowledge of general banking operations, including deposit operations, loan administration, treasury management, and/or other commercial banking products and services
• Intermediate to advanced knowledge of applicable regulatory and legal compliance obligations, rules and regulations, industry standards, and practices
• Understanding of regulatory frameworks and risk management principles
• Strong understanding of second line of defense principles and governance
• Analytical mindset with attention to detail
• Ability to work collaboratively with different teams
• Advanced written and verbal communication skills
• Master's degree or CFA/FRM preferred

Demonstrates expertise in risk management and investment portfolio oversight, with a strong analytical mindset and advanced knowledge of regulatory compliance and banking operations. Proficient in monitoring portfolio exposures and validating stress testing results while ensuring adherence to risk limits.

• Risk Management
• Investment Portfolio Oversight
• Regulatory Compliance
• Analytical Skills
• Collaboration

• Scenario Analysis
• Stress Testing
• Portfolio Monitoring
• Hedging Strategies
• Fixed Income Securities
• Derivatives
• Banking Operations
• Risk Reporting
• Credit Risk Assessment
• Governance Principles

• Attention to Detail
• Advanced Communication Skills
• Collaborative Work

• CFA
• FRM

• Asset Liability Management
• Mortgage Capital Markets
• Regulatory Frameworks
• Risk Limits
• Earnings at Risk
• Economic Value of Equity