Vice President, Market Risk (Risk Management)

Position BackgroundThe role will reside within the FRM’s Market Risk Department (MRD), a team dedicated to providing governance and oversight of market risks arising from the Firm’s business activities. The successful candidate in New York City will join the Asset Liability Management (ALM) group, which is responsible for identifying, assessing, and monitoring interest rate risks related to banking book activities as well as establishing limits to express the Firm’s appetite for interest rate risk relative to its capital and earnings profile. The position will have exposure to the Firm’s senior risk management teams, including the Chief Investment Officer (CIO) and the Corporate Treasurer.Primary Responsibilities> Assess, monitor, and communicate Interest Rate Risk in Banking Book (IRRBB) risks metrics, including Earnings-at-Risk (EaR) and Economic Value of Equity (EVE) sensitivity

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