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About the Role

We are seeking an experienced Interest Rate Risk professional for a project-based role with our asset manager client. This position requires expertise in Interest Rate Risk in the Banking Book (IRRBB) frameworks, including Net Interest Income (NII), Earnings-at-Risk (EaR), and Economic Value of Equity (EVE). The role also involves assessing Non-Maturing Deposit (NMD) models and evaluating ALM and IRR risk measurement methodologies.

Responsibilities

Perform analysis, validation, and review of Interest Rate Risk in the Banking Book (IRRBB) frameworks, including Net Interest Income (NII), Earnings-at-Risk (EaR), Economic Value of Equity (EVE), balance sheet repricing, and interest rate sensitivity measurement.
Review and assess Non-Maturing Deposit (NMD) behavioral and pricing models, including deposit segmentation, deposit beta modeling, rate propagation assumptions, attrition modeling, and runoff analysis.
Evaluate ALM and IRR risk measurement methodologies across deposits, mortgages, and commercial/consumer loan portfolios, including model assumptions, reporting processes, and governance controls.
Assess IRR/ALM policies, procedures, and regulatory compliance, including scenario analysis, stress testing, model governance, policy enhancements, duration and convexity limits, and remediation of regulatory or audit findings.

Requirements

10+ years of relevant IRRBB, ALM, NII, EVE, and deposit modeling experience
Qualified applicants must reside in the continental U.S.
Must be legally authorized to work in the United States now and in the future.
Verification of employment eligibility will be required at the time of hire.
Visa sponsorship is not available for this position.

Skills

IRRBB
ALM
NII
EVE
Deposit modeling

Location

Midtown, NYC

Work Type

Hybrid
Project basis

Experience Level

10+ years

Education Level

Bachelor’s degree or higher in finance, or other related fields

Benefits

group health plan benefits
401(K)
profit-sharing contributions
flexible time off
parental leave
overtime pay

About the Company

Talent Shift, LLC is a marketplace that matches professionals with projects at dynamic companies across the globe, including exciting opportunities in advisory, assurance and tax.
Our community is cultivated by a team of dedicated professionals working to help clients navigate hybrid workforce strategies and connect contract workers with projects they love.
Talent Shift, LLC is a subsidiary of Forvis Mazars, LLP.

Equal Opportunity

Forvis Mazars, LLP is an equal opportunity/affirmative action employer in accordance with applicable law.
Employment selection and related decisions are made without regard to age, race, color, sex, sexual orientation, national origin, religion, genetic information, disability, protected veteran status, gender identity, or other protected classifications.
Equal Opportunity Employer Veterans/Disability