**Location:** **New York, NY (on site)** We are seeking a highly skilled Interest Rate Risk in the Banking Book (IRRBB) & Asset–Liability Management (ALM) Subject Matter Expert with deep expertise in interest rate risk measurement, behavioral modelling, balance sheet analytics, and regulatory risk management frameworks. The ideal candidate will also bring hands-on experience designing, enhancing, or validating IRRBB quantitative models—including EVE/NII sensitivity, behavioral models (NMD, prepayments), repricing models, and stress testing tools. This senior role will support the optimization of IRRBB governance, risk identification, measurement methodologies, risk appetite calibration, and model development. The successful candidate will sit within Treasury, and will interface with ALM execution, Risk Management, Finance, and regulators while driving analytical enhancements and ensuring compliance with global regulatory standards.**Key Responsibilities** Work with quantitative and technology teams to implement new models and analytics into production environments. **Qualifications & Skills** **Education:** **Experience:** Minimum 7–10+ years of experience in IRRBB, ALM, Market Risk, Treasury Risk, or related quantitative functions.
Handson experience developing, enhancing, or validating IRRBB models (EVE/NII, NMD, prepayment). Strong familiarity with US & Basel IRRBB Standards, US regulatory expectations, and industry practices. Experience with ALM platforms or quantitative risk engines (e.g., QRM, Empyrean, Moody’s, Kamakura, BancWare, internal models).**Technical Skills:** Proficiency in Python, R, or similar languages is strongly preferred. Familiarity with FTP frameworks and balance sheet simulation engines is a plus.**Soft Skills:** Excellent communication skills, with the ability to explain technical concepts to nontechnical stakeholders. Strong analytical thinking, problem solving abilities, and sound risk judgement. Ability to work effectively in fast paced, cross functional, and highly regulated environments. *The expected base salary ranges from $150,000 - $225,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.*Competitive compensation, benefits, and performance-based incentives.Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process**.**We are looking for candidates who want to contribute to our entrepreneurial culture where people at all levels are inspired to share ideas. Our creativity sets us apart, and our perseverance drives results in creating bespoke, client-focused solutions. #J-18808-Ljbffr
Handson experience developing, enhancing, or validating IRRBB models (EVE/NII, NMD, prepayment). Strong familiarity with US & Basel IRRBB Standards, US regulatory expectations, and industry practices. Experience with ALM platforms or quantitative risk engines (e.g., QRM, Empyrean, Moody’s, Kamakura, BancWare, internal models).**Technical Skills:** Proficiency in Python, R, or similar languages is strongly preferred. Familiarity with FTP frameworks and balance sheet simulation engines is a plus.**Soft Skills:** Excellent communication skills, with the ability to explain technical concepts to nontechnical stakeholders. Strong analytical thinking, problem solving abilities, and sound risk judgement. Ability to work effectively in fast paced, cross functional, and highly regulated environments. *The expected base salary ranges from $150,000 - $225,000. Salary offers are based on a wide range of factors including relevant skills, training, experience, education, and, where applicable, certifications and licenses obtained. Market and organizational factors are also considered. In addition to salary and a generous employee benefits package, including Medical, Dental and 401K plans, successful candidates are also eligible to receive a discretionary bonus.*Competitive compensation, benefits, and performance-based incentives.Mizuho has in place a hybrid working program, with varying opportunities for remote work depending on the nature of the role, needs of your department, as well as local laws and regulatory obligations. Roles in some of our departments have greater in-office requirements that will be communicated to you as part of the recruitment process**.**We are looking for candidates who want to contribute to our entrepreneurial culture where people at all levels are inspired to share ideas. Our creativity sets us apart, and our perseverance drives results in creating bespoke, client-focused solutions. #J-18808-Ljbffr