Senior ALM & IRR Leader — Remote

Coinscapture; Northern (KY); Remote; USD 160,000 - 221,000; Full time

Job summary

Upstart seeks an experienced ALM Manager to own asset and liability management and interest rate risk measurement. You will lead the ALM platform implementation, develop behavioral and market assumptions, and translate model results into actionable balance sheet guidance.

You will partner with Finance, Risk, and Regulatory teams to ensure robust modeling and compliant reporting, delivering clear analyses for senior management and committees across a remote, digitally focused Treasury function.

Qualifications

• Bachelor's degree in Finance, Accounting, Economics, Business, Mathematics, Statistics, or a related field, or equivalent practical experience.
• 10+ years of experience in bank treasury, asset and liability management, interest rate risk management, balance sheet management, or a closely related discipline.
• Experience working within a commercial bank, community bank, or bank holding company and applying bank ALM and interest rate risk concepts in a regulated environment.
• Hands-on experience operating an ALM platform and producing net interest income and economic value sensitivity analyses under multiple rate and balance sheet scenarios.
• Experience developing and governing model assumptions, reconciling source data to model inputs, analyzing model results, monitoring policy limits, and preparing ALM or IRR reporting for senior management or an Asset and Liability Committee.

Responsibilities

• Own the Bank's asset and liability management and interest rate risk measurement framework.
• Lead ALM platform implementation, data mapping, model controls, change management, vendor coordination, and issue resolution.
• Develop, document, and regularly evaluate behavioral and market assumptions, including deposit betas and decay, loan prepayments and curtailments, repricing characteristics, and yield curves; perform sensitivity analysis and backtesting.
• Design and evaluate rate shocks, ramps, curve twists, and business-plan scenarios; monitor risk indicators and explain changes.
• Recommend balance sheet actions and educate leadership on ALM implications for new products and balance sheet strategy.
• Prepare ALM and IRR reporting for the Asset and Liability Committee, executive management, the Board, and regulators.

Skills

ALM analysis

Stakeholder communication

Regulatory reporting

Analytical thinking

Education

Bachelor's degree in Finance, Accounting, Economics, Business, Mathematics, Statistics

Tools

SQL

ALM platforms (Empyrean, QRM, BancWare, Moody's Analytics)

Job description

Upstart seeks an experienced ALM Manager to own asset and liability management and interest rate risk measurement. You will lead the ALM platform implementation, develop behavioral and market assumptions, and translate model results into actionable balance sheet guidance.

You will partner with Finance, Risk, and Regulatory teams to ensure robust modeling and compliant reporting, delivering clear analyses for senior management and committees across a remote, digitally focused Treasury function.