16 часов назад
Manager Balance Sheet Strategy (Interest Rate Derivatives)
85 500 - 174 800$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Manager Balance Sheet Strategy (Interest Rate Derivatives): Developing and executing interest rate hedging strategies, derivatives trades, and BDA investment management across multiple legal entities with an accent on ALM, hedge accounting, and market risk management. Focus on designing swaps, caps, floors, collars, spreads, and swaptions, automating exposure reporting, and implementing complex non-linear hedging capabilities.
Location: Hybrid role based in Lone Tree, Colorado, or Omaha, Nebraska
Salary: USD $85,500–$174,800 per year, plus bonus or incentive opportunities
Company
provides financial services and manages large-scale investment, funding, treasury, and balance sheet operations.
What you will do
- Execute interest rate derivatives and brokered deposit account investments supporting asset/liability management and interest rate risk objectives.
- Develop and execute hedging strategies using swaps, caps, floors, collars, spreads, and swaptions.
- Analyze rates markets and structural interest rate exposures, translating market developments into Treasury recommendations.
- Develop automated analytics and reporting for hedge performance, exposures, controls, and governance.
- Configure and enhance front-office systems for derivatives position management and hedge accounting workflows.
- Implement expanded non-linear hedging strategies, Portfolio Layer Method enhancements, and FX exposure hedges while supporting GAAP hedge accounting under ASC 815.
Requirements
- 3+ years of progressively responsible experience in Treasury, Finance, and/or ALM.
- Bachelor’s degree in Finance, Economics, Mathematics, or a related field.
- Strong knowledge of interest rate derivatives markets, transaction execution, hedge accounting, fixed income, and linear and non-linear derivatives risk.
- Experience developing and executing interest rate hedging strategies and managing external counterparty relationships.
- Working knowledge of interest rate, liquidity, and capital risk, including applicable prudential regulations and supervisory processes.
- Proficiency with Bloomberg; experience with Calypso or a similar Treasury Management System is preferred.
Culture & Benefits
- Hybrid work approach with regular in-person collaboration.
- Health, dental, and vision insurance.
- 401(k) with company match and employee stock purchase plan.
- Paid vacation, volunteering time, parental leave, and family-building benefits.
- Tuition reimbursement and a 28-day sabbatical after five years for eligible positions.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →
Похожие вакансии
4 дня назад
Lead Treasury Analyst (Capital Markets)
149 500 - 219 500$
2 дня назад
Manager, Risk (Quantitative Trading)
150 000 - 200 000$
2 дня назад
Associate - Securities Lending Operations
100 000 - 150 000$
4 дня назад
Trading Desk Strategist (Synthetic Products)
150 000 - 225 000$
22 часа назад
Associate - Treasury Product Control & Analytics Expert (Finance)
110 000 - 140 000$
21 час назад
Loan Management Associate (Letters of Credit)
80 000 - 135 000$