Local Knowledge Global Resources Specialist Consultants

  • London
  • New York
  • Dubai
  • Hong Kong
  • Singapore


Location: London, England, United Kingdom

Salary: To £100,000 base + fixed cash/bens + bonus

Leading bank seeks an experienced ALM professional to be responsible for IRRBB risk drivers & metrics analysis, and to develop interest rate risk management strategy.

Specific responsibilities include:

  • Expert in IRRBB regulation and assist with interpretation
  • Develop IRR management strategies
  • Ensure alignment of assumptions and model results
  • Management of model risk
  • Analytics of Earnings and Value sensitivity drivers

The successful candidate will have strong knowledge and experience of IRRBB, with an emphasis on quantitative risk.  You will have a strong understanding of retail/commercial banking/treasury products and the inherent key interest rate risks.  This is a great opportunity to join a growing bank in a highly visible role within the Treasury department.