Associate and VP, IRR/ALM Oversight
A Global Investment Bank with a growing presence in NYC is looking to hire both an Associate and VP-level candidate on their Interest Rate Risk Management team, as part of a broader expansion across their Treasury function over the last year.
This individual will provide Interest Rate Risk Oversight across the firm's balance sheet and activities, with coverage extending to liquidity risk, IRRBB, and capital management. They will play a key role in supporting ongoing second line of defense initiatives, working closely with Treasury and senior stakeholders while contributing to the firm's evolving risk management framework.
The firm is targeting individuals with 3+ years of experience in IRR, Treasury, or ALM functions, with familiarity across key interest rate risk metrics and methodologies. This is a high-visibility role with direct exposure to senior management, offering strong career progression within a growing team.
Responsibilities:
- Support the development and enhancement of the firmwide Interest Rate Risk and Treasury Risk framework
- Provide oversight across IRRBB, liquidity risk, and capital management activities
- Monitor and evaluate key risk metrics including NII (Net Interest Income) and EVE (Economic Value of Equity)
- Assist in reviewing and challenging methodologies, assumptions, and models used in IRRBB measurement *
- Partner with Treasury (1LOD) to ensure strong alignment on risk measurement and governance
Qualifications:
- 3+ years of experience in a 1LOD or 2LOD ALM / IRRBB / Treasury Risk function
- Strong understanding of balance sheet products and associated risks
- Familiarity with key IRRBB methodologies including NII, EVE, and deposit modeling
- Understanding of U.S. regulatory expectations for IRRBB and Treasury risk management
- Ability to work with large datasets and perform quantitative analysis
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