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Interest Rate Risk Manager in Columbus at Huntington

Date Posted: 1/25/2019

Job Snapshot

Job Description

Job Description

Identify market interest rate path scenarios and direct modeling of stochastic rate scenarios. Manage and enhance existing Interest Rate Risk (IRR) measurement processes and methodologies. Define and implement new and alternative tools as IRR measures. Establish target ranges for components of risk to Earnings and Value. Measure IRR and forecast Net Interest Income (NII) utilizing QRM modeling system. Partner with Balance Sheet Management analysts in Asset Liability model decision support. Partner with BSM leadership to manage IRR within management guidelines and target ranges. Develop and implement prepayment modeling of balance sheet products. Implement non maturity deposit models and analyze its impact on NII and EVE sensitivity. Perform CCAR stress testing calculations, using ALM analytics, including OCI, NII, Balance forecast and RWA. Perform back-testing of NII forecast vs actual numbers. Calculate LCR and other cash flow reports for liquidity. Manage a team of Interest Rate Risk Specialists.

 Job Requirements

Master's degree in Economics, Finance or a related field and deep understanding of bank balance sheets and bank-related products and asset-liability management as demonstrated by 5 years of experience that includes:

  • Asset Liability Management (ALM) in the financial institution industry; IRR and NII analyses.
  • DFAST or CCAR stress testing.
  • Balance sheet modeling for financial institutions and, Using QRM, Bancware, or other ALM modeling system.
  • Alternatively, bachelor's degree in Economics, Finance or a related field and seven years of experience as specified above is acceptable.

Additional Details

Tobacco-Free Hiring Practice: To demonstrate our commitment to health and wellness, Huntington will not hire any candidate who uses tobacco or any nicotine product including, but not limited to, cigarettes, cigars, pipes, smokeless tobacco, chewing tobacco, snuff or snus, nicotine gum, the nicotine patch or any other kind of nicotine replacement product (where permitted by applicable state law). Candidates applying for positions in those states will be notified of this practice during the recruitment process and, if offered a position, will be screened for cotinine (to check for use of tobacco and/or nicotine products and/or nicotine replacement therapy products) before they begin employment. If the position to which you're applying is covered by this practice, the job application will provide greater detail as to what constitutes tobacco use.
EEO/AA Employer/Minority/Female/Disability/Veteran/Sexual Orientation/Gender Identity Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details. Huntington does not accept solicitation from Third Party Recruiters for any position.