Treasury and IRRBB Analyst

You will be responsible for the daily management of the interest rate and FX risk position of the bank's banking book under the Structural Hedge and Fixed rate risk management Programme. This role requires you to manage daily liquidity, monitor interest rate risk limits, and analyze changes in structural and fixed risks and hedging effectiveness.

• Bachelor’s degree from a credited University

• More than 3 years (Technical/Managerial) IRRBB experience

• More than 3 years QRM modelling experience (development and implementation)

• Highly numerate with a strong analytical background

• Experience in IRRBB risk modelling and hedging strategies

• Strong regulatory / financial reporting expertise

• Sound experience with senior management reporting

• Banking experience in a treasury environment, risk or finance

• QRM risk modelling experience