Manager, ALM, Market Risk Modeling

Location: Hybrid role based in Westlake, Texas, or Lone Tree, Colorado

Salary: USD $100,000–$150,000 per year, plus bonus or incentive opportunities.

Company

hirify.global is a financial services company whose Corporate Treasury develops models for financial planning and market risk management across a large balance sheet and derivatives portfolio.

What you will do

• Develop, enhance, implement, test, and operate the ALM and Economic Value of Equity sensitivity models.
• Produce net interest income forecasts and interest rate risk measurements for business-as-usual financial planning.
• Perform front-office modeling, analytics, and optimization across fixed income, derivatives, balance sheet allocation, liquidity, capital, and hedging.
• Build automation workflows for balance sheet modeling, sensitivity analysis, backtesting, and production processes.
• Partner with investment portfolio managers, risk teams, model oversight, and product leaders on balance sheet and risk management strategies.
• Maintain model documentation, support validation, remediate issues, and monitor performance and benchmarks.

Requirements

• Bachelor’s degree in applied mathematics, engineering, finance, economics, statistics, or a related quantitative field.
• At least three years of relevant experience in ALM, treasury, fixed income, market risk, or quantitative analytics, or a combination of professional experience and graduate studies.
• Strong quantitative skills in financial modeling and analytics, particularly for fixed-income products such as mortgage-backed securities.
• Hands-on knowledge of ALM and interest rate risk concepts, including NII and EVE sensitivities, hedging strategies, and fund transfer pricing.
• Experience building automation workflows and data pipelines with Python, SQL, or similar tools in a highly regulated environment.
• Strong communication skills, self-direction, and the ability to identify opportunities and create solutions in ambiguous situations.

Nice to have

• Advanced degree, CFA, FRM, or a similar designation.
• Hands-on experience with PolyPaths or QRM.
• Experience with dynamic balance sheet simulation, forecasting, derivatives modeling, hedge accounting, liquidity management, or capital management.

Culture & Benefits

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