Manager, Interest Rate Risk Forecasting
Core
Manages Financial Analysts and performs economic/financial analyses to enhance Interest Rate Risk modeling capabilities, prepare shock scenarios, and support management review of capital appropriations and expansion strategies.
Role type
Manager, Interest Rate Risk Modeling
Builds
Interest rate risk models, shock scenarios, back-testing frameworks, and regulatory compliance reports
Domain
Financial Services / Asset Liability Management (ALM)
Deliverable
production ML models | dashboards & analysis
Required skills
Financial analysis, Interest rate risk modeling, Regulatory compliance (LFI), Process improvement, Strategic planning, Team management
Preferred skills
Bank Holding Company requirements knowledge, Empyrean/QRM system experience
Technologies
Empyrean, QRM, Excel
Responsibilities
Enhance and maintain interest rate risk models; execute shock scenarios and sensitivity testing; prepare reports for Board and management committees; oversee direct reports; assist Risk Management and regulators; identify process improvements.
Seniority
Manager, hands-on leadership
