Sr. Interest Rate Risk Associate

Hyundai Capital America

Irvine, California

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JOB DETAILS

SKILLS

Accounting, Analysis Skills, Asset Management, Business Plan, Career Development, Chartered Financial Analyst (CFA), Communication Skills, Corporate Finance, Data Management, Dental Insurance, Derivatives, Disability Insurance, Documentation, Documentation Models, Economics, Finance, Financial Analysis, Financial Liability, Financial Reporting, Financial Risk Management, Fixed Income Investments, Forecasting, Hedge Funds, Insurance, Interest Rate Models, Interest Rates, Interpersonal Skills, Life Insurance, Mathematics, Microsoft Excel, Microsoft Office, Microsoft Outlook, Microsoft PowerPoint, Microsoft Visual Basic for Applications (VBA), Microsoft Word, Negotiation Skills, Presentation/Verbal Skills, Procedure Development, Process Development, Process Modeling, Product/Service Launch, Python Programming/Scripting Language, Relationship Management, Research Skills, Risk, Risk Management, Risk Management Framework (RMF), SQL (Structured Query Language), Statistics, Strategic Analysis, Swap Market, Team Building, Vision Plan, Writing Skills

LOCATION

Irvine, California

POSTED

9 days ago

Description

Who We Are

Through our service brands Hyundai Motor Finance, Genesis Finance, and Kia Finance, Hyundai Capital America offers a wide range of financial products tailored to meet the needs of Hyundai, Genesis, and Kia customers and dealerships. We provide vehicle financing, leasing, subscription, and insurance solutions to over 3 million consumers and businesses. Embodying our commitment to grow, innovate, and diversify, we strive to reimagine the customer and dealer experience and launch innovative new products that broaden our market reach. We believe that success comes from within and are proud to support our team members through skill development and career advancement. Hyundai Capital America is an Equal Opportunity Employer committed to creating a diverse and inclusive culture for our workforce. We are a values-driven company dedicated to supporting both internal and external communities through volunteering, philanthropy, and the empowerment of our Employee Resource Groups. Together, we strive to be the leader in financing freedom of movement.

We Take Care of Our People

Along with competitive pay, as an employee of HCA, you are eligible for:

• 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:

o Associate / Sr. Associate: $350

o Manager / Sr. Manager: $600

o Director: $800

o Executive Director: $900

o VP or Above: $1,000

• 100% 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 to Expect

The Sr. Interest Rate Risk Associate, as part of a robust treasury risk management framework, performs derivative execution, booking, settlement, reporting on regular basis; supports designing feasible interest rate risk mitigation strategies, analytical calculation/modules, new hedging opportunities; streamline data procedures; actively manages relationship with counterparties and assists hedge related compliance requests.

What You Will Do

1. Financial and Business Reporting

• Operate monthly derivative financial reporting and journal entry validation.

• Perform hedge accounting designation, periodic effectiveness test, documentation and report.

• Monitor rates movement and market expectations, report on impact to the business, generate rate forecast scenarios and business planning.

• Support ALCO material preparation.

2. Hedging Execution and Compliance

• Execute hedging transactions (i.e., swap, option, etc.) and price negotiation.

• Perform derivative transaction booking, settlement, and other operations.

• Manage derivative counterparty relationship.

• Assist ISDA negotiation, counterparty onboarding, documentation, regulation, and other compliance requirement.

3. Strategy Research and Data Procedure Management

• Assist on hedging strategy and derivative accounting research, and ad-hoc analytics.

• Support data management, streamline data process, and maintain model / procedure documentation for Interest Rate Risk mitigation module in ALM system.

Qualifications

What You Will Bring

• Minimum 4-6 years' relevant working experience in interest rate derivatives, fixed income securities, asset liability management or related field.

• Experience with ALM systems (KRM, QRM, etc.)

• Bachelor's degree in Finance, Economics, Accounting, Mathematics or Statistics.

• Master's degree in Finance, or Economics preferred.

• Certified CFA and FRM preferred.

• Working knowledge of fixed income, interest rates, financial derivative, economics, corporate finance and data analytics.

• Working overnight for transaction execution occasionally.

• Intermediate skill level in SQL, VBA and Python.

• Proficient in Bloomberg.

• Proficient in Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).

• Strong written and verbal communication skills.

• Strong analytical and research skills.

• Excellent interpersonal skills and ability to work in a highly time-sensit

About the Company

Hyundai Capital America

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