Market Risk Specialist

2 weeks ago


Reston, Virginia, United States ASCENDO Full time
About the Role

We are seeking a highly skilled Market Risk Analyst to join our team at ASCENDO. As a key member of our risk management department, you will be responsible for analyzing and managing market and liquidity risk across our organization.

Key Responsibilities
  • Develop and maintain interest rate risk simulation models and related balance sheet forecasts.
  • Identify and address risk limit breaches, ensuring timely and effective corrective actions.
  • Collaborate with the Deputy Head of Risk Management and Treasurer to provide valuable insights into interest rate risk and liquidity risk management.
  • Design and implement data analytic models to assess deposit and loan characteristics.
  • Serve as the system expert for the market and liquidity risk system (BancWare).
  • Prepare and review quarterly Head Office Risk Reporting Package and ICAAP.
  • Develop and review material for the Head Office Board of Directors' USA Risk Committee.
  • Review daily market risk reports and perform independent data mining, analysis, and reporting as assigned.
Requirements
  • Strong knowledge of financial instruments and pricing models.
  • Proficiency in Microsoft Office and data analytical tools.
  • Experience with Wall Street data systems, including Bloomberg, Access/SQL, and BancWare.
Preferred Skills
  • Employs analytical thinking and strong quantitative and data analytic skills.
  • Displays knowledge and understanding of market and industry conditions affecting product.
  • Utilizes strong project management and organizational skills.
  • Independent worker with attention to detail and effective written and communication skills.
Compensation and Benefits

Salary and compensation will be commensurate with experience and qualifications. ASCENDO is an equal opportunity employer and is committed to diversity and inclusivity in the workplace.



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