If you are a self-motivated strategic thinker with strong analytical skills and experience in IRRBB, we want to hear from you!
What you will do:
- Support the Treasury function in delivering high-quality IRRBB reports to regulators.
- Partner with business units to manage IRRBB and implement the IRRBB framework and strategy.
- Provide day-to-day leadership and drive the implementation of the new IRRBB strategy.
- Collaborate with regional and global Treasury colleagues to define a consistent IRRBB strategy and governance approach.
- Support the Head of IRRBB in making informed decisions on NII stabilization and core capital sensitivity.
- Improve the measurement and management of IRRBB risks and propose risk appetite.
Qualifications:
- Degree in a relevant field with substantial experience (ideally 5+ years) in a Treasury environment.
- Experience with IRRBB systems, data, and modeling infrastructure.
- Knowledge of banking book products, structural hedging frameworks, and associated metrics (NII, EVE).
- Understanding of broader treasury operations and banking issues.
- Strong analytical skills and experience in data analysis for stress testing, forecasting, and reporting.
- Excellent communication and interpersonal skills, with the ability to engage with senior management.
- Commitment to diversity and inclusion.
- Strategic thinker with strong project management skills.
- Proactive and self-motivated team player.
