Duties: Serve as vice chair of the Bank's Market Risk Committee and assists Chief Deputy Risk Officer with assembling MRC packet. [5%] Manage the development and generation of accurate and timely balance sheet reporting including the weekly and monthly market risk reports and the daily TBA report. [15%] Manage the development and generation of accurate and timely back testing analyses and dealer CPR comparison analyses through maintaining and analyzing impacts from Black Knight model updates and report results. [10%] Communicate new and material changes in market risk processes and reporting obstacles to the Chief Deputy Risk Officer to promptly address issues and meet reporting timelines. [10%] Participate in implementing, maintaining and upgrading the Bank's Risk Management System, including QRM, PolyPaths, and associated mortgage prepayment model. [10%] Participate in reviewing and updating the annual Risk Assessment for the Market Risk Department. [5%] Manage the generation and reporting of the Bank's Dodd-Frank Act Stress Test results. [10%] Review and report the valuation and effectiveness testing for the Bank's investments and hedged portfolio. [5%] Participate in special projects related to market risk management, financial modeling and hedging/investment strategy. [10%] Manage and develop high performing team members through communication, feedback, coaching and completion of mid-year and year-end performance evaluations. [5%] Ensure sufficient back-ups are in place on key reporting and analyses processes to minimize exposure to key person dependencies within the market risk team. [5%] Manage departmental internal controls and regulatory issues. [10%]
Telecommuting permitted within the MSA up to one day per week.
To apply: Visit https://www.jobpostingtoday.com/application/23095/apply
JOBS.NOW Note: To tap into these hidden job opportunities, it's crucial to adhere strictly to the application process outlined in each job ad. At JOBS.NOW, we ensure that every listing includes detailed employer instructions. Follow them precisely to be considered for these unique positions!
The "Log Application" button simply allows you to log the application for your records - JOBS.NOW does not submit any applications to employers directly. Remember to still apply through the method indicated in the job ad (mail, email, or via link).
Please note that JOBS.NOW is an independent website and does not post this listings on behalf of any employers nor do we receive any compensation for these listings. All listings are sourced via media or internet channels required by the PERM process.
