Job Description
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
1. Lead business analysis for Group IRRBB modelling projects.
2. Collaborate with Quant Analytics teams to define, validate, and optimise NII (Net Interest Income) and EVE (Economic Value of Equity) calculations.
3. Act as a domain expert in ALM and IRRBB, advising on modelling approaches, methodologies, and regulatory expectations.
4. Gather, analyse, and document business requirements for system enhancements, data sourcing, and reporting.
5. Liaise between business stakeholders and technical teams to ensure delivery of accurate and regulatory-compliant solutions.
6. Provide subject m...