IRRBB Manager

Rozgoo; United States; Remote; USD 120,000 - 160,000; Full time

Job summary

Rozgoo in the United States is seeking an analytical and technically skilled ALM professional to lead the implementation, management, and enhancement of our cash flow engine, modeling balance sheet cash flows and supporting IRR analytics.

You will ensure NII and EVE integrity, design behavioral assumptions, and partner with Finance and Risk to align modeling outputs with strategy, data governance, and regulatory expectations.

Qualifications

• 5+ years of experience in bank ALM, bank Treasury, IRR modeling, or quantitative finance.
• Strong understanding of bank balance sheets, cash flow drivers, and NII/EVE modeling.
• Experience with ALM platforms like QRM, Empyrean, BancWare, or similar.
• Proficiency in Excel; programming in Python, SQL, or R is a plus.
• Ability to translate complex assumptions into actionable insights.

Responsibilities

• Lead implementation and ongoing enhancement of the cash flow engine/ALM system.
• Develop, maintain cash flow models for assets and liabilities used for risk monitoring and forecasting.
• Produce and analyze IRR metrics, including NII and EVE under scenarios.
• Design and document behavioral assumptions (deposits, prepayments, betas).
• Collaborate with Finance and Risk to align modeling outputs.
• Perform scenario analysis and sensitivity testing for balance sheet strategy and risk.
• Ensure data integrity, model accuracy, and regulatory compliance.
• Support model validation, audits, and regulatory reviews.
• Identify opportunities to automate and improve model sophistication.

Skills

ALM

NII modeling

EVE modeling

Python

SQL

Excel

R

Sensitivity analysis

Behavioral modeling

Education

Bachelor’s degree in Finance/Economics/Math/Engineering

Advanced degree preferred

Tools

QRM

Empyrean

BancWare

Job description

Role Overview

We are seeking an analytical and technically skilled professional to lead the implementation, management, and ongoing enhancement of our cash flow engine. This role will be responsible for modeling balance sheet cash flows, supporting interest rate risk (IRR) analytics, and ensuring the integrity of key metrics such as Net Interest Income (NII) and Economic Value of Equity (EVE).

The ideal candidate brings a strong understanding of asset-liability management (ALM), behavioral modeling, and financial modeling frameworks, along with the ability to translate complex assumptions into actionable insights.

Key Responsibilities

• Support the vendor selection and system implementation of the firm’s cash flow engine / ALM system
• Develop, maintain, and enhance cash flow models for assets and liabilities that will be used for risk monitoring and balance sheet forecasting
• Produce and analyze interest rate risk metrics, including NII and EVE under various scenarios
• Design, document, and support behavioral assumptions (e.g., prepayments, deposit decay, betas, non-maturity deposit modeling)
• Partner with Finance and Risk teams to ensure alignment of modeling assumptions and outputs
• Perform scenario analysis and sensitivity testing to support balance sheet strategy and risk management
• Ensure data integrity, model accuracy, and compliance with internal policies and regulatory expectations
• Support model validation, audit, and regulatory review processes
• Identify opportunities to improve automation, efficiency, and model sophistication

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related field (advanced degree preferred)
• 5+ years of experience in bank ALM, bank Treasury, IRR modeling, or quantitative finance
• Strong understanding of:
• Bank balance sheets, products, and cash flow drivers
• Net Interest Income (NII) modeling
• Economic Value of Equity (EVE)
• Interest rate risk frameworks
• Cash flow hedging
• Experience developing and supporting behavioral models and assumptions (e.g., deposits, loans, prepayments)
• Hands-on experience with ALM or cash flow engine platforms (e.g., QRM, Empyrean, BancWare, or similar)
• Strong quantitative and analytical skills; proficiency in Excel and/or programming tools (Python, SQL, R a plus)&