Asset Liability Management (ALM) Strats

This role within the Asset Liability Management (ALM) team focuses on managing structural Interest Rate Risk in the Banking Book (IRRBB) by leveraging engineering, mathematical, and quantitative analytics to identify, measure, and model risks. The position involves designing and maintaining quantitative models, building robust analytics for interest rate sensitivity, and enhancing methodologies to align with IRRBB best practices and regulatory requirements. The successful candidate will partner with cross-functional stakeholders to deliver clear presentations and reports on complex model mechanics and analytical outputs.