Confidential
Vice President, Interest Rate Risk
About the Company
Acclaimed global investment bank
Industry Investment Banking
Type Privately Held
About the Role
The Company is seeking a VP for its Interest Rate Risk team, specifically for the IRRBB Management function. The successful candidate will be responsible for providing oversight of interest rate risk in the banking book, leading strategic initiatives for the buildout of the IRRBB team, and owning the oversight of the QRM platform. This role involves maintaining and developing the firmwide interest rate risk framework, stress tests, and engaging with both internal and external regulators. The ideal candidate should have a background in IRRBB, Treasury, or ALM, with a minimum of 4 years' experience, and a strong familiarity with QRM or similar software.
Applicants for the VP role in the IRRBB Management team at the company should have a minimum of 4 years' experience in a 1LOD or 2LOD ALM/IRRBB function, with a focus on interest rate risk metrics such as NII and EVE. The role requires the ability to work with large data sets, perform quantitative analysis, and have strong communication skills to engage with senior management. Responsibilities also include monitoring and evaluating various interest rate risk metrics, and performing quantitative analytics in response to stress tests. The company values a strong work-life balance and a positive work culture, and the candidate should be prepared to contribute to and uphold these standards.
Travel Percent Less than 10%
Functions
Finance Operations
About the Company
Acclaimed global investment bank
Industry Investment Banking
Type Privately Held
About the Role
The Company is seeking a VP for its Interest Rate Risk team, specifically for the IRRBB Management function. The successful candidate will be responsible for providing oversight of interest rate risk in the banking book, leading strategic initiatives for the buildout of the IRRBB team, and owning the oversight of the QRM platform. This role involves maintaining and developing the firmwide interest rate risk framework, stress tests, and engaging with both internal and external regulators. The ideal candidate should have a background in IRRBB, Treasury, or ALM, with a minimum of 4 years' experience, and a strong familiarity with QRM or similar software.
Applicants for the VP role in the IRRBB Management team at the company should have a minimum of 4 years' experience in a 1LOD or 2LOD ALM/IRRBB function, with a focus on interest rate risk metrics such as NII and EVE. The role requires the ability to work with large data sets, perform quantitative analysis, and have strong communication skills to engage with senior management. Responsibilities also include monitoring and evaluating various interest rate risk metrics, and performing quantitative analytics in response to stress tests. The company values a strong work-life balance and a positive work culture, and the candidate should be prepared to contribute to and uphold these standards.
Travel Percent Less than 10%
Functions
Finance Operations