Manager, Interest Rate Risk

Hyundai Capital America • Irvine, CA

1d

About The Position

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

Requirements

• Minimum 5-7 years’ related experience in fixed income securities, interest rate risk management, and asset liability management.
• 0-2 years supervisory or leading large projects.
• SQL required, skill in C, C++, VBA, R, SAS, Python etc. preferred.
• Bachelor’s degree in Finance, Economics, Mathematics or Statistics required.
• Working knowledge of fixed income, option, financial derivative, economics, corporate finance, statistics, mathematics, etc.
• Proficient in Bloomberg.
• Strong analytical and research skills.
• Excellent interpersonal skills and ability to work in a highly time-sensitive, dynamic, and growing environment.
• Strong team mentality.
• Strong written and verbal communication skills including the ability to present to leadership.
• Strong organization and multi-tasking skills.
• Solid work ethic and dedication to excellence.
• Proficient in Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).
• Working overnight for transaction execution occasionally.
• Ability to successfully manage, train, develop and mentor direct reports.

Nice To Haves

• Experience with ALM systems (KRM, QRM, etc.) preferred.
• Master’s degree in Financial Engineering, Finance, or Economics preferred.
• Certified CFA and FRM preferred

Responsibilities

• Model term structure/rates, 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, and collaborate 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.
• Lead, mentor, and develop team members by providing direction, performance feedback, and support to ensure effective collaboration, professional growth, and achievement of organizational and personal goals.

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

What This Job Offers

• Job Type: Full-time
• Career Level: Manager