VP, Market Risk Management – Asset Liability Management IRRBB Team Permanent NEW

• Lead IRRBB reporting to Regulators, Board of Directors and Senior Management
• Develop and maintain IRRBB policies with reference to regulatory guidelines and Bank’s internal assumptions
• Calibration/review of IRRBB risk limits/triggers
• Lead the engagement with internal stakeholders in the Bank (including Global Treasury, Corporate Treasury, Business Units and Group Audit) on IRRBB-related matters
• Represent the IRRBB Team in projects involving the enhancement of IRRBB reporting capabilities
• Assess impact of new products (raised under the Bank’s New Product Approval Process) on IRRBB

*LI-MLIU

Qualifications
Skills and Qualifications

• Strong knowledge of interest rate risk
• Strong analytical skills
• Independent, fast learner, performance driven
• Attention to detail
• Good communication skills

Experience

• Experience with Treasury, ALM, or balance sheet management functions in a bank or in a consulting firm focusing on related areas preferred
• Direct experience (reporting, policy/model development, or system development) in Interest Rate Risk in the Banking Book will be a strong advantage