Vice President – Treasury Risk / IRRBB Oversight

Vice President – Treasury Risk / IRRBB Oversight

New York City (Hybrid)

A leading global banking institution is seeking a Vice President to join its Treasury Risk Management function focused on Interest Rate Risk in the Banking Book (IRRBB) and Portfolio Mark-to-Market (MTM) Risk Oversight across a large-scale Americas balance sheet environment.

This is a highly visible opportunity to work directly within the second line of defense overseeing approximately $300B+ in balance sheet exposure across multiple legal entities and jurisdictions

This role offers exposure to:

• IRRBB oversight and balance sheet strategy
• NII and EVE sensitivity analysis
• Portfolio MTM risk oversight
• Hedging strategy review and hedge accounting assessment
• QRM / ALM frameworks and modeling approaches
• Treasury risk governance and regulatory interaction
• Cross-border collaboration with global Treasury and Risk stakeholders
• Senior management and committee reporting
• Strategic balance sheet and risk-return positioning initiatives

The team works closely with Treasury, Risk, Finance, and senior leadership to independently assess and challenge risk exposures, methodologies, assumptions, and risk management strategies across the banking book.

The ideal candidate will have:

• 5+ years of Treasury Risk / IRRBB experience within a U.S. bank or foreign banking organization
• Strong understanding of: IRRBB, ALM, NII/EVE sensitivities, deposit modeling, balance sheet risk, liquidity and funding exposures
• Direct exposure with QRM and ALM frameworks
• Experience within first or second line Treasury Risk functions
• Strong communication and stakeholder management skills
• Experience interacting with senior management, committees, or regulators
• Ability to work in a fast-paced, highly visible risk environment

Compensation starting from $145,000 base salary + discretionary bonus + competitive benefits package

If you are interested in learning more, please apply directly or reach out for a confidential conversation.