AVP ALM/Interest Rate Risk Model Developer

Global financial institution seeking an ALM Model SME who will be developing and enhancing quantitative models for interest rate sensitivity analysis, behavioral modeling (nonmaturity deposits, prepayments), and stress testing frameworks. Ensure compliance with Basel and U.S. regulatory standards while partnering with Risk Management, Finance, and senior leadership to optimize balance sheet strategy and hedging decisions. Strong background in ALM (or Treasury Risk), strong programming skills (Python/R), and hands-on expertise with behavioral modeling and risk measurement methodologies. Will lead model development, validation support, and regulatory reporting while driving analytical enhancements across the interest rate risk management framework. This is an opportunity to directly impact the bank's risk profile and strategic positioning in a collaborative and quantitative environment.Background:Bachelor's Economics, Mathematics, Statistics, or related field4+ years in Banking interest rate, ALM, Market Risk, or Treasury RiskInterest Rate risk model development/validationProficiency in Python, R, or similar programming languagesKnowledge of ALM platformsStrong understanding of interest rate modeling and regulatory frameworksPreferred: CFA, FRM, or PRM certification