We are looking for a candidate to join Market & Treasury Risk Control (MTRC) to cover our Bank USA subsidiary which focuses on Wealth Management services. You will be responsible for representing the broad risk categories of market risk, interest rate risk, and liquidity and funding risk.

More specifically you will be relied upon to fulfill the following role requirements:

• understand global regulatory requirements and expectations impacting Market & Treasury Risk
• understand the entity's businesses and how those businesses create risk which drives the market and treasury risk profiles
• review and understand the interest rate risk profile of the entity and how it influences the broader risk profile of the Group
• review and understand the liquidity and funding requirements of the entity
• review and understand the market risk profile for the entity
• provide independent review, validation and risk management of assumptions for models spanning market risk, interest rate risk, and liquidity and funding risk. This includes determining the appropriateness or limitations of the conceptual soundness, calibration and implementation of models/assumptions used
• serve as a knowledgeable professional on quantitative, or qualitative, risk modeling and its impacts on the risk profile
• prepare validation report(s) for model(s) being validated
• communicate model validation results and debate issues, challenges and methodologies with internal counterparts (model developers, model owners) and present to senior management, Board of Directors and key stakeholders
• provide independent assessment of the entity's risks with respect to Stress and Business as Usual environments
• Produce risk report updates for the entity and present to ALCO and regulators on a regular basis
• remain up-to-date on regulatory requirements and follow financial markets and business trends on a frequent basis and analyze how those developments could impact our firms liquidity and funding position