Interest Rate Risk Specialist

A rapidly expanding bank is looking to strengthen its team by hiring a highly skilled Interest Rate Risk Analyst. This role will support the second-line market risk oversight function, focusing on independent market risk evaluation, monitoring risk exposures, reviewing assumptions, and conducting data analysis.

Responsibilities

• Monitor interest rate risk exposure, ensuring accuracy through daily position tracking, risk analysis, and industry comparisons.
• Enhance market risk assessment by developing analytical tools and providing insightful data analytics for quarterly reviews.
• Critically evaluate risk modeling assumptions and verify data integrity through detailed reviews and engagement with Corporate Treasury.
• Prepare impactful presentations for Committee meetings and support high-priority projects from senior management.

Requirements

• 1-3 years of experience in Treasury, Asset & Liability Management, or Corporate Risk Management/Audit of these areas
• QRM system experience preferred but not required
• Strong Microsoft office skills and aptitude to learn other software and data base management tools