Drive interest rate risk management as a Treasury Interest Rate Risk Analyst. Leverage your analytical prowess in finance and programming for effective ALM practices.
You will play a key role in calculating and analyzing IRRBB metrics, ensuring accurate reporting and data quality. This includes generating risk reports, conducting stress tests, and reconciling the balance sheet. Collaborate with various stakeholders to adapt methodologies and support new product integration effectively.
Key Responsibilities:
• Calculate and analyze IRRBB risk metrics
• Produce detailed weekly and quarterly risk reports
• Investigate discrepancies in risk exposure data
• Conduct month-end balance sheet reconciliations
• Support integration of new products in risk reporting
Requirements:
• Relevant Bachelor’s or Master’s degree
• Strong skills in data analysis and visualization
• Experience with programming languages like Python and SQL
• Knowledge of financial products...