Job Summary

• Seeking an SVP/Senior Manager to support quantitative analysis and oversight of Interest Rate Risk in the Banking Book (IRRBB) within the Liquidity & Structural Risk function.
• This role will focus on the analytics and modelling of structural balance sheet risk, including the analysis of NII and EVE sensitivities, behavioral assumptions and interest rate stress scenarios.
• The position will work closely with Treasury, ALM and Finance teams, providing analytical insights and independent challenge on balance sheet positioning, hedging strategies and IRRBB modelling assumptions.

Matching Summary

Salary

Base: $180,000 - $200,000; Bonus/Equity: discretionary bonus eligible; Benefits: generous employee benefits package

Skills & Requirements

Key Requirements

• 8-12 years financial risk management experience
• ALM/IRRBB systems experience preferred
• Quantitative degree (Mathematics, Engineering, Economics, Finance)
• FRM or CFA certifications a plus
• Employment eligibility to work in the U.S.

Work Rights