Vice President, Interest Rate Risk (ALM/IRRBB)
Confidential
Vice President, Interest Rate Risk (ALM/IRRBB)
About the Company
Accomplished investment bank
Industry
Investment Banking
Type
Privately Held
About the Role
The Company is seeking a VP for its Interest Rate Risk (ALM/IRRBB) Management team. The successful candidate will be responsible for overseeing interest rate risk and investment portfolio market risk, providing interest rate risk oversight over the firm's activities in relation to the banking book, and leading initiatives for the buildout of the IRRBB team. This role is pivotal in the development and maintenance of the firmwide interest rate risk framework, including stress tests, and requires engagement with both internal and external regulators. Applicants should have a minimum of 4 years' experience in an ALM/IRRBB function, with a strong background in NII, EVE, EVS, and other interest rate risk metrics. The role demands a deep understanding of US regulations for interest rate risk, ALM, and balance sheet management, as well as the ability to work with large data sets and perform quantitative analysis. Familiarity with various IRRBB and balance sheet projection models, and knowledge of traded and banking products is essential. The ideal candidate will be part of a dynamic team that values a strong work culture and work-life balance.
Travel Percent
Less than 10%
Functions
- Finance
- Data Management/Analytics
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