Market Risk Analyst

Central Illinois, IL

Post Date: 03/27/17 Job ID: 280431-1 Category: Credit Analytics Salary: up to $115k and bonus eligible
Smith Hanley Associates
Market Risk Analyst
Central Illinois
Up to $115k and bonus eligible
Contact: Stefan Lehtis-

This role is responsible for providing capital market risk oversight by measuring, evaluating and reporting market risks. This includes stress testing, capital planning, interest rate and FTP functions. You will work on calculating VaR risk matrices using statistical techniques and quantitative methodologies to calculate risk exposure for the bank. You will also work on consumer behavior models including prepayment, deposit, and ALM. This position works closely with Bank treasury and ERM to bolster risk management capabilities of the bank. As it relates to the risk appetite framework, you will provide assurance on capital market risk strategy.

Qualifications Include:
- Experience in market risk, capital markets, ALM or treasury is required
- An Master's degree in a quantitative discipline is required
- Strong communication skills required
- Experience with quantitative software like Sungard is desirable

Stefan Lehtis

Stefan recruits in the credit, risk and analytics space with permanent, full-time roles open nationwide.
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