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Balance Sheet Risk Modeller
- Balance Sheet Risk role in a large international bank
- Broad and challenging role with room to grow
About Our Client
A large international financial services institution
Sitting within Group Treasury the Balance Sheet Risk Modeller will be responsible for reviewing, establishing, developing, implementing, and maintaining the Group's balance sheet risk management methodologies and processes.
This will be done with particular regard to modelling of liquidity risk and interest rate risk in the banking book, incorporating best market practice and changes in regulatory environment, markets and business activity.
They will also ensure that practices and modelling methodologies are developed and articulated in a manner that can be interpreted in robust model development. Ensuring clear communication and interpretation of policies made at a global or macro-level through to detailed implementation in risk modelling and reporting frameworks.
The Successful Applicant
Knowledge of IRRBB, product modelling, relevant ALM system experience will be key.
- Demonstrable understanding of balance sheet risk principles and management practices
- Demonstrable understanding of treasury and corporate, commercial and retail banking products, markets and risks
- Excellent and proven analytical and model building skills.
- Proven experience in writing and reviewing business requirement documents or other technical documents.
- Ability to present technical concepts effectively to senior and/or lay audience.
- Ability to manage work programmes, including working across different departments, countries and cultures.
- Qualifications in a numerate, quantitative discipline. (e.g. Science, engineering, economics, finance).
- Balance sheet risk management/control experience in banking.
- Knowledge of balance sheet risk systems eg QRM, Fermat, Kamakura, OFSAA, BancWare.
What's on Offer
Challenging and varied Balance Sheet Risk Modeller role