Senior Analyst, Risk Modeling & Analytics

Senior Analyst, Risk Modeling and Analytics

As a Senior Analyst, Risk Modeling & Analytics, you will play a key role in supporting enterprise-wide risk oversight across model risk, interest rate risk (IRRBB), and liquidity risk. You will also perform various ad hoc analyses with Credit Risk, Enterprise Risk, and CRO. Working closely with the Director, Risk Modeling & Analytics and collaborating with Treasury, Finance, and Enterprise Risk teams, you will contribute to model validation, stress testing, regulatory reporting, and risk analytics that inform executive and Board-level decision-making.

Responsibilities

• Support the second line oversight activities of Treasury functions, which include:
• Review and validations of Treasury models (e.g., ALM, liquidity stress testing, funding plan, and hedging models)
• Assist in maintaining and enhancing IRRBB and liquidity risk management frameworks, policies, and risk appetite monitor...