Senior Capital Markets & Investment Portfolio Risk Analyst

Western Alliance Bank

. Provide independent risk oversight of Treasury and Mortgage Capital Markets activities .

Posted 9/30/2026full-timeUnited StatesSenior💰 $115,915 - $143,185 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in risk oversight within Treasury and Mortgage Capital Markets, focusing on market, liquidity, and capital risks. Proficient in analyzing investment securities and mortgage asset exposures while ensuring compliance with regulatory frameworks and governance standards.

Highest-signal resume keywords

Risk OversightAsset Liability ManagementInvestment Portfolio OversightRegulatory FrameworksAnalytical Mindset

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Risk Management PrinciplesFixed Income SecuritiesDerivativesHedging InstrumentsPortfolio Composition AnalysisStress TestingValuation Risk AssessmentMarket Value SensitivityDuration and Convexity AnalysisHedging Strategy Evaluation

Soft Skills

Attention to DetailCollaborative WorkWritten CommunicationVerbal Communication

Certifications & Qualifications

CFAFRM

Industry Keywords

TreasuryMortgage Capital MarketsInvestment SecuritiesMortgage Servicing AssetsRisk ReportingGovernance StandardsEmerging Market DevelopmentsPortfolio TrendsRisk LimitsSecond Line of Defense Principles

About the role

Key responsibilities & impact

Provide independent risk oversight of Treasury and Mortgage Capital Markets activities
Monitor market, liquidity, and capital risks associated with investment securities and mortgage asset exposures
Independently review risk exposures within 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 interest rate, spread, and liquidity stress scenarios
Review and validate management assumptions, model outputs, and stress testing
Evaluate emerging market developments and their impact on asset performance and risk exposures
Produce and enhance risk reporting for 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 relationships across Treasury and Mortgage Capital Markets teams to gather data and support risk oversight
Support documentation of risk reviews, challenge activities, and oversight processes in accordance with governance standards

Requirements

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

Comp & perks

Competitive salaries
Ownership stake in the company
Medical and dental insurance
Time off
401k matching program
Tuition assistance program
Employee volunteer program
Wellness program
Annual bonus/incentives may be eligible
Restricted stock may be eligible
Opportunity to bolster business knowledge and grow your career