Job Title: ALM Business Analyst – IRRBB Domain Specialist Location: London (Hybrid – 2–3 days per week onsite) Contract: Initial term with potential for extension Level: Team Lead / Consultant Day Rate: £465/ a day Umbrella About the Role We are seeking an experienced ALM Business Analyst with deep expertise in Asset Liability Management and Interest Rate Risk in the Banking Book (IRRBB) to join our London-based team. This is a high-impact role, working closely with stakeholders, quant analysts, and risk modelling teams to support and enhance Group IRRBB modelling capabilities. Key Responsibilities Lead business analysis for Group IRRBB modelling projects. Collaborate with Quant Analytics teams to define, validate, and optimise NII (Net Interest Income) and EVE (Economic Value of Equity) calculations. Act as a domain expert in ALM and IRRBB, advising on modelling approaches, methodologies, and regulatory expectations. Gather, analyse, and document business requirements for system enhancements, data sourcing, and reporting. Liaise between business stakeholders and technical teams to ensure delivery of accurate and regulatory-compliant solutions. Provide subject matter guidance and mentorship to junior analysts where required. Key Requirements Proven experience in Asset Liability Management and IRRBB in a banking or financial services context. Strong track record in business analysis for IRRBB modelling and reporting. Expert knowledge of NII and EVE calculation methodologies. Hands-on experience working with Quant Analytics teams and translating quantitative outputs into actionable insights. Strong stakeholder management and communication skills, with the ability to influence at senior levels. Previous experience operating at a Team Lead or Consultant level. Why Join? This role offers the opportunity to play a pivotal part in delivering strategic risk modelling projects at a global financial institution, with the possibility for contract extension based on performance and project needs.