ALM Business Analyst
Role Overview
We are seeking an experiencedAsset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Domain Specialistto join our team in London. This role requires strongbusiness analysisexpertise with a focus onGroup IRRBB modelling, alongside deep knowledge ofNet Interest Income (NII)andEconomic Value of Equity (EVE)calculations. The successful candidate will operate at ateam 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 forGroup IRRBB modellingprojects.
* Partner with quantitative analytics teams to design, validate, and enhance risk models.
* Perform and reviewNII and EVE calculationsto 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 inAsset Liability ManagementandIRRBB domain.
* Strong business analysis capabilities with experience inrisk modellingprojects.
* Hands-on expertise inNIIandEVErisk metrics and calculations.
* Experience working closely withquantitative analyticsteams.
* 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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