Bank of the West Sr Lead Risk Management Analyst (RISK ALM-T & Liquidity) in San Ramon, California

Sr Lead Risk Management Analyst (RISK ALM-T & Liquidity)

Description

What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management.

We are currently seeking qualified, motivated talent responsible for the primary focus being the evaluation and communication of the Treasury ALM, market and liquidity risk exposure at the balance sheet level to the senior management and the Board. Day to day activities include preparing regular presentations/reports as well as ad hoc analysis.

Essential Job Functions

  • One of the key risk analysts for identifying, measuring and monitoring the Bank's entire ALM and market risk exposure.

  • Track status of ALCO-approved risk limits for investment portfolio, interest rate risk, and liquidity.

  • Provide risk reporting to corporate committees and the executive board for liquidity risk, interest rate risk and capital markets activities. Convert analytic insights into clear and concise presentations.

  • Define internal risk model settings and provide insight into model functionality and limitations.

  • Represent Market Risk Management in working with Operations to implement new systems to support capital markets activities.

  • Performs other duties as assigned.

  • LI-KJ1

Qualifications

Required Experience

  • Requires mastery level knowledge of job area typically obtained through advanced education combined with experience.

  • May have deep knowledge of project management.

  • Requires 10 years minimum prior relevant experience with minimum of 5 years in Banking Industry within Risk Function, Business Lines, Middle Office or Audit.

  • CFA and/or FRM preferred

  • Working experience related to ALM-T activities

  • Knowledge of key regulatory liquidity risk metrics (LCR, NSFR)

  • Understanding of the requirements of Reg YY and the Enhance Prudential Standards

  • Knowledge of key Interest Rate Risk metrics such as NII, EVE, Interest Gap and PV01

  • Ability to analyze large datasets with SAS or SQL

Education

  • Master's Degree in Business Administration, Finance or Financial Engineering (or other quantitative discipline combined with commensurate experience.)

Skills

  • At least 3 years of experience with fixed income analytics; experience with Polypaths Analytics a strong plus.

  • Experience modeling structured fixed income products is desirable.

  • Knowledge of Bank of the West existing reporting processes desirable.

  • Excellent communication skills.

  • Ability to explain metrics and concepts in verbal and written form in fluent English is paramount.

  • Keen sense of curiosity about the industry and bank operations.

  • Detail-oriented and Well-organized.

  • Able to meet deadlines.

  • Able to work independently.

  • Ability to analyze large datasets with SAS or SQL

  • Advanced proficiency in Microsoft Office Excel and VBA

Equal Employment Opportunity Policy

Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran.

Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.

Job: Risk Management

Location: United States-California-San Ramon

Other Locations: United States-California-San Francisco

Requisition ID: 038306