Director - U.S. Non-Trading Market Risk Management TDS (US)
Core
Provide independent oversight and challenge of the Bank's interest rate risk profile, investment portfolio strategy, and associated hedging activities as a second line of defense leader.
Role type
Director, Non-Traded Market Risk (Second Line of Defense)
Builds
Independent risk oversight frameworks, governance reports, and regulatory compliance strategies for the investment portfolio.
Domain
Banking / Interest Rate Risk Management (IRRBB) / Asset Liability Management (ALM)
Required skills
Interest Rate Risk in the Banking Book (IRRBB), balance sheet management, treasury risk management, investment portfolio analysis, hedging strategy assessment, regulatory impact assessment, risk governance, stakeholder management, critical thinking, problem-solving, communication
Preferred skills
MBA or Master's degree, CFA/FRM/PRM designation, U.S. regulatory guidance knowledge (Reg YY, SR 10-1, SR 96-13), leadership development
Technologies
Derivatives, MBS, CLO, CMBS, economic value models, earnings sensitivity models, capital at risk models, spread risk models, valuation models
Responsibilities
Lead a team providing independent oversight of non-traded market risks; Review and challenge portfolio performance and risk exposures; Assess effectiveness of portfolio hedging strategies; Escalate significant concerns or limit breaches to senior management; Evaluate portfolio sensitivity to interest rate changes and assumptions; Support regulatory examinations and audits; Communicate risk positions to governance committees; Act as a trusted advisor on non-traded market risk matters.
Seniority
Director, strategic oversight and team leadership
