Irrbb & Alm subject Matter Expert

Mizuho

New York, NY, US
Base: $91,000 - $185,000; bonus/equity: not specif...
Hybrid
Irrbb quantitative models experience
Eve/nii sensitivity modelling
Regulatory compliance expertise
The role involves optimizing IRRBB governance and risk measurement methodologies

Job Summary

  • The role involves optimizing IRRBB governance and risk measurement methodologies.
  • Candidates will develop and validate quantitative models for interest rate risk.
  • This position offers competitive compensation and a collaborative working environment.

Matching Summary

The role involves optimizing IRRBB governance and risk measurement methodologies.

Salary

Base: $91,000 - $185,000; Bonus/Equity: Not specified; Benefits: Medical, Dental, 401K

Skills & Requirements

Must-have

  • IRRBB quantitative models experience
  • EVE/NII sensitivity modelling
  • regulatory compliance expertise

Nice-to-have

  • strong analytical thinking skills
  • ability to work in fast-paced environments
  • excellent communication skills

Key Requirements

  • Minimum 3 years of experience in IRRBB
  • Bachelor's or Master's degree in related fields
  • Proficiency in Python or R

Work Rights

Not specified

Tailored Resume

Cover Letter