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
Benefits
- The total rewards package at Mercury includes base salary, equity (stock options/RSUs), and benefits.
Compensation
The total rewards package at Mercury includes base salary, equity (stock options/RSUs), and benefits. Our salary and equity ranges are highly competitive within the SaaS and fintech industry and are updated regularly using the most reliable compensation survey data for our industry. New hire offers are made based on a candidate's experience, expertise, geographic location, and internal pay equity relative to peers. Our target new hire base salary ranges for this role are the following: - US employees in New York City, Seattle, Los Angeles or San Francisco: $207,800 - $259,800 - US employees outside of New York City, Seattle, Los Angeles or San Francisco: $187,000 - $233,800 - Canadian employees (any location): CAD 196,400 - 245,500
Additional Information
- Mercury values diversity & belonging and is proud to be an Equal Employment Opportunity employer. All individuals seeking employment at Mercury are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, sexual orientation, or any other legally protected characteristic.
- We are committed to providing reasonable accommodations throughout the recruitment process for applicants with disabilities or special needs. If you need assistance, or an accommodation, please let your recruiter know once you are contacted about a role.
- We use Covey as part of our hiring and / or promotional process for jobs in NYC and certain features may qualify it as an AEDT. As part of the evaluation process we provide Covey with job requirements and candidate submitted applications.
- We began using Covey Scout for Inbound on January 22, 2024.
