VP, Liquidity and Market Risk

Key Responsibilities:

• Identify, assess, monitor, measure, analyze, communicate, and report on market and liquidity risk.
• Monitor risks from banking and trading activities to ensure compliance with regulations and alignment with the Branch's risk appetite.
• Produce market risk management commentary and reports for Head Office and Executive Management.
• Manage market risk controls, including limit setting, monitoring, analysis, and escalation.
• Ensure the integrity of stress testing and back-testing data, maintaining completeness and consistency.
• Improve reporting systems and processes continuously.
• Conduct market risk assessments to capture, measure, monitor, control, and report on new products, regulatory requirements, and risk model enhancements.
• Monitor financial and capital markets, assessing their impact on the Branch and the hedging program, proposing changes as necessary.
• Design, develop, and enhance models and control processes for the market risk and stress testing program using analytical and programming skills.
• Act as a risk manager, identifying, acting on, and escalating risks with accountability for risk management duties.
• Demonstrate risk awareness by adhering to all policies, procedures, and internal controls in daily routines.

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.