Interest Rate Risk Manager

Hyundai Capital•Irvine, CA

About The Position

The Manager, Interest Rate Risk, as part of a robust treasury risk management framework, manages interest rate risk team, which is responsible for design of feasible interest rate risk mitigation strategies, managing hedging activities, creates analytical calculation/modules for new hedging opportunities, actively managing relationship with counterparties, performing hedge accounting and hedge related compliance requests, support on communication to internal and external stakeholders and providing analytic guidance to junior team members.

Requirements

5+ years of relevant working experience required with relevant bachelor’s degree.
4+ years of relevant working experience required with relevant master’s degree.
Bachelor’s degree in Finance, Economics, Mathematics or Statistics required.
Knowledge of fixed income, option, financial derivative, economics, corporate finance, statistics, mathematics, etc. required.
Skill in MS Excel, SQL required, skill in C, C++, VBA, R, SAS, Python etc. preferred.
Proficient in Bloomberg, MS Power Point, and other MS Office product.
Working overnight for transaction execution occasionally.
Strong analytical and research skills.
Excellent interpersonal skills and ability to work in a highly time-sensitive, dynamic, and growing environment.
Excellent oral and written communication skills.
Strong team mentality.
Strong organization and multi-tasking skills.
Solid work ethic and dedication to excellence.

Nice To Haves

Master’s degree in Financial Engineering, Finance, or Economics preferred.
Certified CFA and FRM preferred.
Experience with ALM systems (KRM, QRM, etc.) preferred.
Skill in C, C++, VBA, R, SAS, Python etc. preferred.

Responsibilities

Model term structure, rates analytics, asset-backed securities, and valuation on interest/foreign exchange rate derivatives (i.e., swaps, options, and forward) and CVA.
Initiate economic hedging strategy and analytics, execute hedging transactions (i.e., interest rate swaps, cross currency swaps, options, etc.), monitor and perform derivative related reporting and operations.
Lead hedge accounting quantitative modeling, procedure automation in KRM, and collaboration with accounting on documentation and financial reports.
Manage derivative counterparty relationship, and ISDA document, regulation, and compliance requirement.
Monitor rates movements and market expectations, report on the impact to the business, and generate rate forecast scenarios.
People management and team alignment.

Benefits

Medical, dental, and vision plans with no-cost and low-cost options
Annual employer HSA contribution
401(k) matching and immediate vesting
Vehicle purchase and lease discounts, plus monthly vehicle allowances by job level:
Associate / Sr. Associate: $350
Manager / Sr. Manager: $600
Director: $800
Executive Director: $900
VP or Above: $1,000
100%25 employer-paid life and disability insurance
No-cost health and wellbeing programs, including a gym benefit
Six weeks of paid parental leave
Paid Volunteer Time Off, plus a company donation to a charity of your choice