Sr Manager, Risk Analytics/Modeling (Finance)

Location: On site in Westlake, TX; Lone Tree, CO; or Southlake, TX

Salary: USD $110,000–$190,000 per year, plus eligibility for bonus or incentive opportunities.

Company

hirify.global is a financial services company developing and maintaining asset liability management and market risk models for banking, broker-dealer, investment, and derivatives portfolios.

What you will do

• Lead enhancements, upgrades, testing, production validation, and issue resolution for the PolyPaths platform and Enterprise jobs.
• Model interest rate derivatives, fixed income securities, cash flow and fair value hedging strategies.
• Analyze net interest income, economic value of equity, capital, financial forecasts, and hedge accounting impacts.
• Improve production controls, data quality, model performance, and governance across business-as-usual and capital stress-testing processes.
• Collaborate with Treasury Capital Markets, Investment Strategy, Finance, Technology, Model Risk Oversight, and external vendors.
• Establish modeling standards, mentor colleagues, and provide technical leadership on complex analytical and accounting topics.

Requirements

• Bachelor’s degree in applied mathematics, engineering, finance, economics, statistics, computer science, or a related quantitative discipline.
• 5+ years of experience in asset liability management, net interest income or economic value of equity sensitivity analytics, scenario analysis, or equivalent professional experience and graduate studies.
• Experience modeling cash flow or fair value hedging strategies within a major banking or insurance organization.
• Experience applying ASC 815 hedge accounting concepts, including accumulated other comprehensive income, amortization, basis adjustments, or gain and loss forecasting.
• Hands-on PolyPaths experience with Enterprise jobs, fixed income securities, yield curves, AppPort analytics, and troubleshooting asset liability management simulation runs.
• Experience using BatchCalc, BatchALM, or distributed processing to automate PolyPaths workflows.

Nice to have

• Advanced degree, CFA, FRM, PRM, or comparable professional designation.
• Experience with vendor platform upgrades, regression testing, production validation, model change governance, and production issue remediation.
• Python or SQL experience for automation workflows, data pipelines, analytical tools, regression testing, or production controls.
• Knowledge of interest rate swaps, caps, floors, investment portfolios, and hedging strategies.
• Strong cross-functional communication, problem-solving, decision-making, mentoring, and technical leadership skills.

Culture & Benefits

• In-office collaboration and regular in-person work are expected for this role.
• 401(k) with company match and employee stock purchase plan.
• Paid vacation, volunteering time, and a 28-day sabbatical after five years of service for eligible positions.
• Paid parental leave, family-building benefits, and adoption support.
• Tuition reimbursement and medical, dental, and vision insurance.