Director, Market Risk & Earnings

We are working with a Regional Bank located in Indianapolis looking to hire a Director of Market Risk & Earnings to help lead the Market Risk and Financial Forecasting teams within the Enterprise Risk Management (ERM) department. This role ensures the organization effectively identifies, measures, and manages financial risks, while also providing strategic insights and regulatory compliance.

Key Responsibilities

• Leadership & Oversight: Manage and mentor teams handling market risk and income simulation.
• Risk Analysis & Reporting: Oversee regular reporting on market risk and financial forecasts; ensure accuracy and clarity for senior stakeholders.
• Regulatory Compliance: Ensure all practices meet regulatory standards and internal policies.
• Model Management: Supervise financial models (e.g., PolyPaths, ALM tools), including performance tracking and validation.
• Stakeholder Communication: Present complex risk data to executives, the Board, auditors, and regulators in an understandable way.
• Stress Testing & Forecasting: Lead enterprise-wide stress testing and support economic risk estimates.
• Continuous Improvement: Stay current with industry trends and implement advanced analytics to enhance risk management capabilities.
• Collaboration: Work closely with internal teams (e.g., Model Risk, Audit) and external regulators (e.g., FHFA).

Experience:

• 10+ years in risk or asset-liability management.
• 5+ years in interest rate risk modeling and income simulation.
• Experience with financial modeling tools (e.g., PolyPaths, QRM).

Skills:

• Strong analytical and problem-solving abilities.
• Excellent communication skills for technical and non-technical audiences.