IRRBB Manager

Job Summary

A company is looking for an IRRBB Manager to lead the implementation and management of their cash flow engine.

Key Responsibilities

• Support vendor selection and system implementation of the cash flow engine/ALM system
• Develop and enhance cash flow models for assets and liabilities for risk monitoring and forecasting
• Produce and analyze interest rate risk metrics including NII and EVE under various scenarios

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related field (advanced degree preferred)
• 5+ years of experience in bank ALM, bank Treasury, IRR modeling, or quantitative finance
• Strong understanding of bank balance sheets, cash flow drivers, and interest rate risk frameworks
• Experience with ALM or cash flow engine platforms (e.g., QRM, Empyrean, BancWare)
• Proficiency in quantitative and analytical skills, with experience in Excel and/or programming tools (Python, SQL, R a plus)