Provide strong second-line oversight of market, liquidity and income-at-risk exposures by delivering sophisticated analysis and effective challenge on balance sheet, liquidity, and earnings risks to strengthen the Bank’s risk governance and financial resilience. Enable strategic decision-making at the executive and Board level by delivering robust modeling, forecasting, and stress testing insights that inform capital planning, product strategy, and CFO-led strategic planning processes. Drive operational excellence and innovation in risk analytics by leading model development and analytics teams, modernizing processes and automation, and providing independent, data-driven challenge to emerging risks, new products, and evolving market conditions. What you'll do. Responsible for Market including Liquidity and Income at Risk oversight and risk limit establishment, monitoring, assessment and reporting. Oversee team of model developers responsible for operation, maintenance, model calibration and tuning, performance monitoring and controls around the Bank’s mission critical models used for valuation, forecasting and risk modeling and the Bank’s market data. Owner of critical vendor relationships: market risk data, valuation/pricing, and risk modeling. Responsible for sign off for new product implementations from a valuation, forecasting and risk modeling perspective and oversee development and user acceptance testing. Oversee analytics team responsible for monitoring and evaluating portfolio concentration, adverse market trends, value at risk analysis and preparing independent risk and attribution analyses. Collaborate with Executive Team, business units and other departments in Risk Management, in developing and supporting key assumptions and scenarios and preparing forecasts to support the CFO who leads the annual Strategic Planning process. Support the CFO’s Strategic Planning department in income at risk scenario/stress analysis, forecasts, capital planning, and evaluating incentive compensation plan balance sheet and income criteria and metrics. Collaborate with business units and other departments in Risk Management to design, performs and reports stress testing and scenario analysis results to Senior Management and the Board. Assess impacts on the Bank’s risk process for new products, investments and hedging strategy implementation involving interdepartmental teams. Use market and income at risk tools and market data to analyze range of outcomes, provide insights and alternate viewpoints as new strategies are being formed by Management. Develop and monitor key risk indicators to provide early warning of potential issues in changing environment and effectively challenge. Primary contact for Bank regulators for issues associated with Market and Income at Risk Management. Active committee member of internal committees: Asset/ Liability Management. Reports to Board and Senior Management any changes to Bank’s balance sheet market, liquidity, and income risk profile that can adversely impact business decision making, significant balance sheet concentrations, and any material modeling/assumption changes. Regularly reviews regulatory reporting requirements pertaining to Market, Liquidity, and Income at Risk. Develop and deliver market risk training for the Board. Provide strong leadership and mentorship to the team, promoting a collaborative and purposeful work environment. Foster a culture of continuous learning and encourage team members to stay updated on industry trends and changes in regulatory and business requirements. Lead process workflow automation and application modernization. Other duties as assigned. What you'll bring 15 years of experience in risk management, risk modeling or fixed income capital markets .-10 years mortgage finance or Banking operations experience 8 years management experience. Advance degree in finance, mathematics, or science. FRM/ CFA or other designation. Must have effective communication (verbal, written) skills. Knowledge of fixed income products. Strong quantitative/analytical skills. Analytical, initiative-taker. Strategic thinking.