We are looking for experienced specialists in Asset & Liability Management (ALM) / Market Risk / Liquidity Risk with robust exposure across regulatory, analytical, and governance frameworks.
Key responsibilities may include:
• Preparation or validation of ALM return i.e. LCR, NSFR, SLS, STDL
• Preparation or validation of Interest Rate risk i.e. IRRBB and IRS
• Validated or Developed Liquidity Stress Testing
• Behavioral modelling & optionality analysis
• Contingency Funding Plan (CFP) design, execution or review