Opportunity Description
Title: IRRBB & ALM Subject Matter Expert
Level: AVP or VP
Location: New York, NY (on site)
Position Overview
We are seeking a highly skilled Interest Rate Risk in the Banking Book (IRRBB) & A sset–Liability Management (ALM) Subject Matter Expert with deep expertise in interest rate risk measurement, behavioral modelling, balance sheet analytics, and regulatory risk management frameworks. The ideal candidate will also bring hands-on experience designing, enhancing, or validating IRRBB quantitative models—including EVE/NII sensitivity, behavioral models (NMD, prepayments), repricing models, and stress testing tools.
This specialized role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development. The successful candidate will sit within Treasury , and will in...
Level: AVP or VP
Location: New York, NY (on site)
Position Overview
We are seeking a highly skilled Interest Rate Risk in the Banking Book (IRRBB) & A sset–Liability Management (ALM) Subject Matter Expert with deep expertise in interest rate risk measurement, behavioral modelling, balance sheet analytics, and regulatory risk management frameworks. The ideal candidate will also bring hands-on experience designing, enhancing, or validating IRRBB quantitative models—including EVE/NII sensitivity, behavioral models (NMD, prepayments), repricing models, and stress testing tools.
This specialized role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development. The successful candidate will sit within Treasury , and will in...
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