Irrbb & Alm subject Matter Expert

Mizuho UK

New York, NY, United States
Base: $91,000 - $185,000; bonus/equity: discretion...
Hybrid
Irrbb quantitative model development
Eve and nii sensitivity analysis
Nmd behavioral modeling expertise
This role requires deep expertise in designing, enhancing, and validating IRRBB quantitative models including EVE/NII sensitivity and behavioral assumptions

Job Summary

  • This role requires deep expertise in designing, enhancing, and validating IRRBB quantitative models including EVE/NII sensitivity and behavioral assumptions.
  • The successful candidate will partner with Treasury and senior management to assess interest rate exposures and recommend hedging strategies while ensuring compliance with global regulatory standards.
  • Candidates can expect a competitive compensation package ranging from $91,000 to $185,000 base salary plus discretionary bonuses and comprehensive benefits.

Matching Summary

This role requires deep expertise in designing, enhancing, and validating IRRBB quantitative models including EVE/NII sensitivity and behavioral assumptions.

Salary

Base: $91,000 - $185,000; Bonus/Equity: Discretionary bonus eligible; Benefits: Medical, Dental, 401K plans

Skills & Requirements

Must-have

  • IRRBB quantitative model development
  • EVE and NII sensitivity analysis
  • NMD behavioral modeling expertise
  • US and Basel IRRBB regulatory standards
  • Python or R programming proficiency

Nice-to-have

  • Power BI visualization skills
  • FTP framework familiarity
  • Strong stakeholder communication abilities
  • Experience with QRM or Empyrean platforms

Key Requirements

  • Minimum 3+ years experience in IRRBB or ALM
  • Bachelor's or Master's degree in Economics or related field
  • Hands-on experience with US regulatory expectations

Work Rights

Not specified

Tailored Resume

Cover Letter