Irrbb & Alm subject Matter Expert

Mizuho UK

New York, NY, USA
Base: $150,000 - $225,000; bonus/equity: discretio...
Hybrid
Irrbb quantitative models
Behavioral modelling
Balance sheet analytics
This senior role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development

Job Summary

  • This senior role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development.
  • Perform advanced ALM analytics to support Treasury’s strategic decision making.
  • Make a direct impact on the bank’s balance sheet strategy, risk profile, and regulatory compliance.

Matching Summary

This senior role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development.

Salary

Base: $150,000 - $225,000; Bonus/Equity: Discretionary bonus; Benefits: Medical, Dental and 401K plans

Skills & Requirements

Must-have

  • IRRBB quantitative models
  • behavioral modelling
  • balance sheet analytics
  • regulatory risk management frameworks
  • interest rate risk measurement

Nice-to-have

  • advanced ALM analytics
  • cross-functional collaboration
  • quantitative and innovative environment

Key Requirements

  • 7-10+ years of experience
  • Bachelor's or Master's degree
  • Familiarity with US & Basel IRRBB Standards
  • Proficiency in Python, R, or similar languages

Work Rights

Not specified

Tailored Resume

Cover Letter