ALM / Interest Rate Risk Analyst recruitment
Our client is a well known global bank who is currently looking to recruit a ALM / Interest Rate Risk Analyst. They are currently implementing a strategic project to redefine and re-engineer their ALM Risk capabilities in order to increase the automation and frequency of data made available to ALCO with regards to Interest Rate, Liquidity and FX Risk.
As part of this project they are creating a new team that will have responsibility for data production, integrity and reconciliation across the whole of the ALM programme. This role is to assist with scoping the responsibilities and processing of the new team as well as defining and documenting operating procedures to engage in hiring the required resource for a new team in which there will be responsible for managing day to day.
Experience Required;
-Possess a demonstrable understanding of Balance Sheet Management in terms of Interest Rate and Liquidity Risk, know QRM or Bancware, and understand the data provisioning of retail and wholesale flows through to ALCO.
-Control and operational risk.
-MVE.
-NIM.
-Need to be able to understand how retail products behave on the balance sheet.