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Market Risk Senior Analyst

2 months ago


Miramar, Florida, United States Amerantbank Full time
About the Role

Amerantbank is seeking a highly skilled Market Risk Senior Analyst to join our Risk Organization. As a key member of our team, you will be responsible for developing and implementing policies, methodologies, and limits associated with market risk exposure for our Treasury activities.

Key Responsibilities
  • Market Risk Analysis: Develop and maintain reports that quantify the exposure of our entire bank's balance sheet to interest rate risk, liquidity risk, and other market risks. Present these reports to our Asset Liability Committee (ALCO) and Board Risk Committee on a regular basis.
  • Risk Identification and Evaluation: Contribute to the identification and evaluation of market risks embedded in new products designed or proposed to acquire by our Treasury department.
  • Exposure Monitoring and Control: Monitor and control different exposures related to our Treasury unit activities and Investment Portfolio, including Counterparty Risk, Investment Grade and Non-Investment Grade Security positions, and Foreign Exchange positions.
  • Risk Limit Proposals: Propose risk limits associated with interest rate risk, price risk, and liquidity risk of our Treasury activities, as well as balance sheet structure, based on our market risk appetite.
  • Market Risk Methodologies: Propose market risk methodologies and guidelines to quantify and control market risk exposures.
  • Risk Reporting: Identify and report to your immediate supervisor any current or prospective risk to earnings or capital arising from violations of, or nonconformance with, laws, rules, regulations, prescribed practices, internal policies, and procedures or ethical standards.
  • Special Projects: Perform special projects as assigned by your supervisor.
Requirements
  • Education: A bachelor's degree in finance, economics, computer science, statistics, mathematics, engineering, or a related quantitative field. A master's degree or specialization in finance, economics, or risk management is preferred.
  • Experience: At least three years of relevant experience in market risk, risk modeling, treasury management, or financial analysis.
  • Technical Skills: Knowledge of programming languages such as SQL, SAS, Posit, or Python. Experience in data visualization, such as PowerBI. Advanced skills with MS Office Suite, including MS Word, MS Excel, and MS PowerPoint. Good understanding of accounting principles. Knowledge of Asset and Liability Management (ALM) systems is preferred.