Market Risk Manager

First Hawaiian Bank • Honolulu, HI

6d • $160,000 - $200,000 • Onsite

About The Position

Reporting to the Chief Risk Officer (CRO), the Market Risk Manager is responsible for overseeing the identification, measurement, monitoring, reporting, and governance of market risks arising from the Bank's balance sheet, investment portfolio, funding activities, and derivative exposures. The role partners closely with Treasury and Senior Management to identify and assess risks arising from changes in interest rates, liquidity conditions, credit spreads, depositor behavior, foreign exchange rates and other market factors. This is a second-line risk management function that provides independent challenge and oversight of interest rate risk (IRR), liquidity-related market exposures, investment securities risk, valuation risk, capital sensitivity analyses, and other Asset-Liability Management (ALM) or market exposures. The Market Risk Manager ensures that the Bank operates within its approved risk appetite and complies with regulatory expectations related to Market Risk Management, ALM, stress testing, capital planning, liquidity, etc.

Requirements

• Experience commensurate with the level of the position.

Responsibilities

• Overseeing the identification, measurement, monitoring, reporting, and governance of market risks arising from the Bank's balance sheet, investment portfolio, funding activities, and derivative exposures.
• Partnering closely with Treasury and Senior Management to identify and assess risks arising from changes in interest rates, liquidity conditions, credit spreads, depositor behavior, foreign exchange rates and other market factors.
• Providing independent challenge and oversight of interest rate risk (IRR), liquidity-related market exposures, investment securities risk, valuation risk, capital sensitivity analyses, and other Asset-Liability Management (ALM) or market exposures.
• Ensuring that the Bank operates within its approved risk appetite and complies with regulatory expectations related to Market Risk Management, ALM, stress testing, capital planning, liquidity, etc.

What This Job Offers

• Job Type: Full-time
• Career Level: Manager
• Education Level: No Education Listed