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Tier-1 brand plus metro location increase applicant competition despite niche ALM specialization.
Highly specialized ALM and IRRBB banking skills limit cross-industry transferability.
Mandatory ALM experience, Python and Tableau skills, and model governance make filters stringent.
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Manage and monitor Interest Rate Risk in the Banking Book (IRRBB), including production of key risk metrics such as Delta NII and Delta EVE for internal and external reporting.
Develop, parameterize, and implement quantitative models to measure IRRBB, perform back-testing, audit support, and model governance activities.
Collaborate with Risk in Banking Book team and other stakeholders, and develop Tableau dashboards for granular analysis of IRRBB exposures and trends.
University degree with a quantitative focus such as Engineering, Finance, Mathematics, or Computer Science.
At least 2 years of relevant experience in Asset Liability Management, Risk Management, or Treasury functions.
Good knowledge of data analysis and processing using Python.
Experience in creating presentations and developing interactive dashboards using Tableau or similar tools.
Experienced in quantitative risk modeling and interest rate risk management within banking or treasury environments, especially IRRBB.
Proficient in data analysis with technical skills in Python and visualization tools (Tableau).
Able to perform detailed risk analysis and communicate findings effectively to senior management and audit teams.