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Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in risk management, particularly in Interest Rate Risk and Credit Spread Risk, with strong quantitative analysis skills and proficiency in statistical tools. Capable of supporting ALM operations and ensuring compliance with regulatory standards while effectively communicating complex risk information.
Highest-signal resume keywords
Interest Rate Risk ManagementModel Validation TechniquesStatistical AnalysisExcel ProficiencyRisk Management Framework
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Quantitative AnalysisModel DevelopmentStatistical AnalysisRisk ReportingData AnalysisBehavioural ModellingStress TestingFunds Transfer PricingLiquidity Risk ManagementCredit Spread Risk Management
Soft Skills
Communication SkillsWriting SkillsPresentation Skills
Tools & Technologies
ExcelRPythonSASSQL
Certifications & Qualifications
Master’s Degree in EconometricsFRM CertificationPRM Certification
Industry Keywords
ALM OperationsBanking SectorInsurance SectorEBA Regulatory RequirementsModel Risk Management Framework
Tech Stack
Tools & technologiesPythonSQL
About the role
Key responsibilities & impact- Support second-line-of-defence oversight of ALM and treasury operations
- Monitor and report Interest Rate Risk and Credit Spread Risk in the Banking Book (IRRBB and CSRBB)
- Support migration from the current Excel-based model to a third-party ALM system
- Support implementation and calibration of interest-rate scenarios, including standardised and internal stress scenarios
- Automate manual processes where feasible
- Oversee behavioural models and assumptions for non-maturing deposits, prepayment behaviour and embedded optionality
- Monitor and challenge modelling assumptions related to Funds Transfer Pricing (FTP) and commercial margin
- Assess the impact of misestimating behavioural assumptions on IRRBB
- Support independent validation of ALM, IRRBB and liquidity models
- Contribute to the Model Risk Management Framework and model governance standards
- Prepare risk reports, management information and quantitative analyses for senior management, ALCO and the Board
- Produce, review and enhance reporting on IRRBB, liquidity risk, CSRBB and model risk
- Perform data analysis and provide commentary on risk trends and emerging risks
- Ensure reporting meets regulatory and internal policy standards
- Monitor risk indicators and risk appetite metrics, escalating material issues and model concerns
- Contribute to ICAAP, ILAAP and stress-testing exercises
- Collaborate with Treasury, Finance, Risk Analytics and ALM teams
Requirements
What you’ll need- Master’s degree in Econometrics, financial engineering, mathematics, statistics or applied economics
- FRM or PRM certification is considered an advantage
- Minimum 5 years of experience in financial services in the banking or insurance sector
- Strong quantitative and analytical skills, including statistical analysis and model validation techniques
- Proficiency in Excel and statistical tools (e.g., R, Python, SAS, SQL)
- Familiarity with risk management framework and EBA regulatory requirements
- Experience with model development or model validation practices is an asset
- Good communication, writing and presentation skills in English
- Willingness to relocate to the specified job location
Benefits
Comp & perks- Exceptional employment experience
- Growth opportunities
- Collaboration and innovation