Apply on Employer Site

Citizens · 1 day ago

Market Risk Analyst

Boston, MA

Full-time

Hybrid

Entry, Mid Level

$92K/yr - $138K/yr

2+ years exp

Citizens is seeking a Market Risk Analyst to join their Enterprise Market Risk Management team. The role involves performing risk management oversight and continuous monitoring related to interest rate risk and supporting Treasury practices against regulatory expectations.

BankingCredit CardsFinancial ServicesFinTechRetail

No H1B

Responsibilities

Supports the design and execution of review and challenge assessments of Treasury practices against regulatory and corporate expectations

Independently assess key inputs and results of Asset Liability Management modeling processes

Work within established timelines to deliver assessments and risk position monitoring, which are key inputs into annual program opinions

Responsible for continuous monitoring of NII and EVE exposures against limits and suggest and/or develop additional metrics and/or alternative risk views as needed

Support independent review of non-maturity deposit modeling, prepayment modelling, among others, in coordination with the team and model validation function

Identify and escalate exceptions to risk limits, policies, and procedures

Acting as a partner with Treasury identifying areas of improvement and achieve efficiencies

Working in partnership with Model Validation, the review and challenge of sub-model appropriateness supporting asset and liability management, NII forecasting, EVE, etc

Effectively participate in EMRM governance and help formulate and drive EMRM strategy

Establish partnerships with the various stakeholders across the three lines of defense

Qualification

Treasury functionsAsset Liability ManagementNet Interest IncomeEconomic Value of EquityExcelVBASQLCFA/FRMData analysisCommunication skillsContinuous learning

Required

2+ years of experience in Treasury, Risk, or business line related functions

Ability to analyze large sets of data, workflow processes, risk profiles, and concisely summarize and/or represent effectively as management information

Strong verbal and written communication skills are required

Degree in Finance, Economics, Engineering, or related field

Preferred

Experience related to Treasury functions in the capacity of asset liability management (Net Interest Income, Economic Value of Equity) concepts, funding/liquidity management, funds transfer pricing, or investment portfolio management is desired

Experienced with Excel, VBA, SQL (a plus), QRM (a plus)

Relevant professional designations (e.g., CFA/FRM) are a plus

Benefits

Comprehensive medical, dental and vision coverage

Retirement benefits

Maternity/paternity leave

Flexible work arrangements

Education reimbursement

Wellness programs

Paid time off policy exceeds the mandatory, paid sick or paid time-away policy of every local and state jurisdiction in the United States

Company

Citizens

Glassdoor3.6

At Citizens, we recognize that the journey to accomplishment is no longer linear and that individuals are made of all they have done and all they are going to do.

Founded in 1828

Providence, Rhode Island, USA

10001+ employees