Director, Risk Analytics/Modeling (PL)

Location: Hybrid role based in Westlake, Texas; San Francisco, California; or Lone Tree, Colorado

Salary: USD $121,400–$269,900 per year

Company

hirify.global provides financial services and develops solutions for financial planning, market risk management, and balance sheet optimization.

What you will do

• Administer and configure the PolyPaths system, including profile management, upgrades, documentation, and enterprise batch processing.
• Model linear and non-linear hedge instruments and relationships for interest rate risk management.
• Maintain vendor prepayment models and develop models for mortgage-backed securities, asset-backed securities, and accumulated other comprehensive income forecasting.
• Lead production activities and control processes for capital stress testing.
• Improve workflow automation and implement data quality controls for forecasting and market risk operations.
• Partner with ALM Strategy, market risk production, trading, technology, and Model Risk Oversight teams on validation, governance, and production readiness.

Requirements

• 5+ years of direct people leadership or management experience.
• 8+ years of experience in a complex, publicly traded financial services environment developing, automating, and documenting models.
• 8+ years of experience in balance sheet and market risk modeling.
• 8+ years of experience with PolyPaths, QRM, or comparable ALM software, including administration, configuration, batch utilities, integrations or APIs, and enterprise production runs.
• Degree in applied mathematics, financial engineering, engineering, economics, or a related quantitative discipline.
• Strong leadership, communication, presentation, collaboration, and problem-solving skills.

Nice to have

• Knowledge of fixed income products, interest rate derivatives, risk measures, and hedge accounting.
• Experience with prepayment models for mortgage-backed securities and consumer loans, MBS, whole loans, mortgage servicing rights, or asset-backed securities.
• Experience with optionality-adjusted measures, model validation, controls testing, and regulatory model governance.
• Experience with cloud services, distributed compute, grid or batch computing, and performance tuning.

Culture & Benefits

• Hybrid work and flexibility with regular in-person collaboration.
• 401(k) with company match and an employee stock purchase plan.
• Health, dental, and vision insurance.
• Paid vacation, volunteering time, parental leave, and family-building benefits.
• Tuition reimbursement and a 28-day sabbatical after five years of service for eligible positions.