IRRBB & ALM Subject Matter Expert

We are seeking a highly skilled IRRBB & 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.

Requirements

• Lead the development, enhancement, and maintenance of IRRBB measurement methodologies
• Manage and continuously improve behavioral assumptions for non-maturity deposits (NMDs), loan prepayments, early redemptions, and product optionality
• Partner with Treasury and senior management to assess interest rate exposures and recommend hedging or balance sheet strategies
• Develop, implement, or enhance IRRBB quantitative models
• Perform advanced ALM analytics to support Treasury’s strategic decision making
• Collaborate closely with Treasury, Market Risk, Finance, FTP, and IT to ensure consistent IRRBB frameworks and data integrity

Benefits

• Competitive compensation
• Generous employee benefits package, including Medical, Dental and 401K plans
• Discretionary bonus