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Lead Market Risk Officer, Interest Rate Risk

United States, Charlotte 139000.00 - 217000.00 USD / Year · Job Posted June 03, 2026
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Job Description

As a Lead Market Risk Officer, you play a pivotal role within the Interest Rate Risk (IRR) team, reporting directly to the Head of IRR Oversight. The primary focus will be oversight of the Net Interest Income (NII) baseline forecast and Interest Rate Risk (IRR) NII analytics.

Job Responsibility

  • Monitor baseline and NII sensitivity impacts, engaging with First Line Balance Sheet Management as well as other key business partners in model risk, operational risk, and finance
  • Oversee the interest rate risk framework, including the firm’s risk appetite metrics and Interest Rate Risk Management Policy
  • Engage in product specific reviews of various investment, loan and liability types to understand the effect on interest rate risk metrics
  • Analyze interest rate risk modeling approaches and assumptions, including deposit and mortgage modeling
  • Understand themes and trends across relevant risk types that affect interest rate risk
  • Provide balance sheet forecasting technical experience and provide coaching to less experienced analysts
  • Provide an understanding of operational and control issues related to interest rate risk management as well as the tools used to oversee these risks (e.g. RCSA)
  • Identify and escalate risk and control issues with transparency, in a timely manner and in accordance with Company policies and procedures

Requirements

5+ years of experience in one or a combination of the following: trading, desk analyst, Capital Markets, market risk, interest rate risk or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

Nice to have

  • Balance sheet-wide forecasting or interest rate risk management experience in either a front line, independent risk management (IRM), audit or regulatory capacity. Experience should include risk measurement, reporting and analysis
  • Demonstrate a strong understanding of IRR management tools (e.g. economic value of equity and earnings at risk), capital markets, wholesale funding and hedging. Experience with financial and accounting concepts
  • Demonstrate familiarity with IRR models in theory and practice
  • Possess strong analytical skills with high attention to detail and accuracy as well as the ability to understand problems, identify solutions and develop clear options and recommendations
  • Ability to work with others collaboratively for team success
  • Demonstrate excellent verbal, written, and interpersonal communication skills
  • experience presenting to senior management
  • Bachelor’s degree in a discipline, such as Economics, Finance, Math, Accounting or similar major

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