The Director of Interest Rate Risk Management is responsible for analyzing and monitoring the franchise's Interest Rate Risk in the local balance sheet. The role is accountable for identifying, measuring, and managing interest rate risk exposures aligned with the franchise's balance sheet objectives and risk appetite.
Requirements
- Bachelor's degree in Finance, Economics, Risk Management, Mathematics, or related field; advanced degree preferred.
- 10+ years of experience in Treasury, ALM, or Market Risk within a financial institution
- Deep understanding of IRR measurement, modeling assumptions, and interest rate products.
- Familiarity with regulatory expectations for IRR, market risk, and model governance.
- Strong ability to translate analytics into strategic insights and actionable recommendations.
- Excellent communication skills, including the ability to explain complex concepts to senior management and regulators.
Benefits
- Comprehensive health benefits
- Generous 401k savings plan
- Competitive PTO
- Adoption, surrogacy, and fertility services
- Student debt assistance
- Subsidies for expenses associated with commuting and fitness