Senior Capital Markets & Investment Portfolio Risk Analyst

Job Title:

Location:

What you'll do:

• Independently review risk exposures within the investment securities, mortgage servicing asset, and loans held for sale portfolios. Monitor portfolio composition and risk measures including duration, convexity, market value sensitivity, unrealized gain/loss positions, asset yields, valuation risk, and hedge effectiveness.
• Monitor and assess hedging strategies and asset portfolio performance under various market conditions including interest rate, spread, liquidity stress scenarios.
• Review and validate management assumptions, model outputs, and stress testing used to support risk decisions.
• Evaluate emerging market developments and their impact on asset performance and risk exposures.
• Produce and enhance risk reporting delivered to executive management and governance committees.  Identify portfolio trends, emerging risks, limit concerns, and material market developments requiring management attention.
• Monitor adherence to Board-approved risk limits and regulatory requirements.
• Build effective relationships across Treasury and Mortgage Capital Markets teams to gather data and support risk oversight activities.
• Support the documentation of risk reviews, challenge activities, and oversight processes in accordance with governance standards.
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What you'll need:

• Bachelor’s degree in finance, Economics, Mathematics, or related field; CFA/FRM preferred.
• 4+ years in Asset Liability Management, investment portfolio oversight, Mortgage Capital Markets, or related field with a strong focus on analytics.
• Familiarity with fixed income securities, derivatives, and/or hedging instruments.
• Understanding of regulatory frameworks and risk management principles.
• Strong understanding of second line of defense principles.
• Analytical mindset with attention to detail.
• Ability to work collaboratively with different teams.
• Good written and verbal communication skills.

Benefits you’ll love:
We offer all the important things you'd want — like competitive salaries, an ownership stake in the company, medical and dental insurance, time off, a great 401k matching program, tuition assistance program, an employee volunteer program, and a wellness program. In addition, you’ll have the opportunity to bolster your business knowledge, learning the ins and outs of how successful companies operate and manage their finances, giving you invaluable hands-on experience to help grow your career!

About the company:

Western Alliance Bank, Member FDIC, is a wholly owned subsidiary of Western Alliance Bancorporation. Serving clients nationwide, Western Alliance Bank includes six legacy bank brands — Alliance Association Bank, Alliance Bank of Arizona, Bank of Nevada, Bridge Bank, First Independent Bank and Torrey Pines Bank — that remain part of the company’s heritage, as well as AmeriHome Mortgage, a Western Alliance Bank Company.

Western Alliance Bancorporation is committed to equal employment and will consider all qualified applicants without regard to race, sex, color, religion, age, nation origin, marital status, disability, protected veteran status, sexual orientation, gender identity or genetic information. Western Alliance Bancorporation is committed to working with and providing reasonable accommodations for individuals with disabilities. If you are an individual with a disability and require a reasonable accommodation to complete any part of the application process and/or need an alternative method of applying, please email HR@westernalliancebank.com or call 602-386-2488.  When contacting us, please provide your contact information and state the nature of your accessibility issue.  We will only respond to inquiries concerning requests that involve a reasonable accommodation in the application process.

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