Vice President of Interest Rate Risk Management

Vice President of Interest Rate Risk Management

About the Company

An acclaimed global investment bank that drives innovation in the investment banking industry.

About the Role

The Company is looking for an experienced Vice President for our Interest Rate Risk team, specializing in the IRRBB Management function. In this critical role, you will oversee the interest rate risk in the banking book, spearhead strategic initiatives for building out our IRRBB team, and maintain ownership of the QRM platform.

You will play a key role in developing and maintaining the firmwide interest rate risk framework, conducting stress tests, and collaborating with both internal and external regulators. We seek candidates with a strong background in IRRBB, Treasury, or ALM, boasting a minimum of 4 years' experience. Proficiency in QRM or similar software is essential.

The ideal candidate will have a minimum of 4 years' experience in a first or second line of defense ALM / IRRBB function, with a focus on key interest rate risk metrics such as Net Interest Income (NII) and Economic Value of Equity (EVE). Strong quantitative analytical skills and the ability to work with large data sets are critical in this role.

Excellent communication skills are a must, as you will engage regularly with senior management. Responsibilities will include monitoring and evaluating various interest rate risk metrics, alongside performing quantitative analyses in response to stress tests. We value a strong work-life balance and a positive work culture, and we encourage candidates who will contribute to and uphold these standards.

Travel Percent

Less than 10%

Functions

• Finance
• Operations