We are seeking an experienced Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Domain Specialist to join our team in London. This role requires strong business analysis expertise with a focus on Group IRRBB modelling, alongside deep knowledge of Net Interest Income (NII) and Economic Value of Equity (EVE) calculations. The successful candidate will operate at a team lead level, working closely with quant analytics teams and key stakeholders to drive risk modelling initiatives and deliver regulatory compliance solutions.
Key Responsibilities
Lead business analysis activities for Group IRRBB modelling projects.
Partner with quantitative analytics teams to design, validate, and enhance risk models.
Perform and review NII and EVE calculations to support ALM risk measurement and reporting.
Translate complex regulatory requirements into functional and technical specifications.
Liaise with stakeholders across Finance, Risk, and IT to ensure modelling objectives are met.
Provide subject matter expertise in ALM/IRRBB best practices and regulatory expectations.
Oversee project deliverables, ensuring high-quality documentation and timely completion.
Required Skills & Experience
Proven experience in Asset Liability Management and IRRBB domain.
Strong business analysis capabilities with experience in risk modelling projects.
Hands-on expertise in NII and EVE risk metrics and calculations.
Experience working closely with quantitative analytics teams.
Solid understanding of regulatory frameworks and reporting requirements for IRRBB.
Track record of working in financial institutions, ideally in a Group or global setting.
* Leadership experience, able to guide teams and manage deliverables.
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