Irrbb Manager

mercury.design

Remote, United States
Base: $187,000 - $259,800 usd (location dependent)...
Remote
Bank alm experience
Irr modeling expertise
Nii and eve modeling
The role involves leading the implementation and ongoing enhancement of the firm's cash flow engine to support interest rate risk analytics

Job Summary

  • The role involves leading the implementation and ongoing enhancement of the firm's cash flow engine to support interest rate risk analytics.
  • Candidates must possess strong quantitative skills to develop behavioral models for deposits, loans, and prepayments under various scenarios.
  • Success in this position requires ensuring data integrity and supporting model validation processes while providing actionable insights to stakeholders.

Matching Summary

The role involves leading the implementation and ongoing enhancement of the firm's cash flow engine to support interest rate risk analytics.

Salary

Base: $187,000 - $259,800 USD (location dependent); Equity: Stock options/RSUs included; Benefits: Competitive package including health and wellness benefits

Skills & Requirements

Must-have

  • Bank ALM experience
  • IRR modeling expertise
  • NII and EVE modeling
  • Behavioral assumption development
  • ALM system platform knowledge
  • Balance sheet forecasting

Nice-to-have

  • Python or SQL proficiency
  • Model validation experience
  • Regulatory framework familiarity
  • Automation improvement mindset
  • Cross-functional collaboration skills

Key Requirements

  • Bachelor's degree in Finance, Economics, Mathematics, or related field
  • 5+ years of experience in bank ALM, Treasury, or IRR modeling
  • Hands-on experience with ALM platforms like QRM, Empyrean, or BancWare

Work Rights

Not specified

Tailored Resume

Cover Letter