Drive innovation in interest rate risk as Associate Director, specializing in funds transfer pricing and data management. Apply your programming abilities to enhance Treasury risk initiatives effectively.
This key role involves overseeing projects related to interest rate risk and net interest income management. You will engage in risk modeling innovations and work collaboratively to implement advanced solutions in Quantitative Risk Management software. Your input will be crucial in staying aligned with industry best practices and regulatory requirements in Treasury risk management.
Key Responsibilities:
• Lead projects on interest rate risk and FTP
• Innovate within risk modeling and QRM software
• Develop sophisticated forecasting balance sheet models
• Support Treasury teams in daily risk handling
• Keep abreast of industry regulations and practices
Requirements:
• Degree in finance, mathematics, or related field
• 4 years’ experience in finance or risk...