Manager, Interest Rate Risk

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: $1000

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 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.

What You Will Do

1. Model term structure/rates asset-backed securities and valuation on interest/foreign exchange rate derivatives (i.e. swaps options and forward) and CVA.

2. 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.

3. Lead hedge accounting quantitative modeling procedure automation and collaborate with accounting on documentation and financial reports.

4. Manage derivative counterparty relationship and ISDA document regulation and compliance requirement.

5. Monitor rates movements and market expectations report on the impact to the business and generate rate forecast scenarios.

6. 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.

What You Will Bring

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.

Experience with ALM systems (KRM QRM etc.) preferred.

SQL required skill in C C VBA R SAS Python etc. preferred.

Bachelors degree in Finance Economics Mathematics or Statistics required.

Masters degree in Financial Engineering Finance or Economics preferred.

Certified CFA and FRM preferred

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.

Work Environment

Employees in this class are subject to extended periods of sitting standing and walking vision to monitor and moderate noise levels. Work is performed in an at home and office environment.

The posted salary range for this job takes into account the wide range of factors that are considered in making compensation decisions including but not limited to skill sets; experience and training; licensure and certifications; geographic location and other business and organizational needs. Successful candidates may be hired anywhere in the salary range based on these factors. It is uncommon to hire candidates at or near the top of the range.

California Privacy Notice

This notice only applies to our applicants who reside in the State of California.

The latest version of our Privacy Policy can be found here. This Privacy Policy provides you with notice at or before the point of collection about the categories of personal information to be collected from you the purposes for which your personal information is collected or used and whether that information is sold or shared so that you can exercise meaningful control over our use of your personal information. We are providing this notice to comply with the California Consumer Privacy Act of 2018 as amended as amended by the California Privacy Rights Act of 2020 (CCPA).

If you have any questions about CCPA regarding California residents or HCA team members please contact the Privacy Team at .