Senior ALM & Structural Risk Consultant

Join us on our Business Transformation Journey within risk management and business consulting to banks and large corporates. Our services aim to enhance business growth and revenue through an enriched service portfolio, emphasizing derivatives, market, structural and treasury risk consulting.

We are seeking a highly qualified Senior ALM, Structural and Treasury Risk Consultant (ALM / IRRBB & Liquidity & FX) to join our specialized business risk & CIB team. This role involves working with Global Teams to transform business units, adapt to new regulatory and industry trends, and develop new offerings that align with our clients' priorities, such as regulatory strategy and a better management.

Key Responsibilities :

• Participate in consulting projects on asset-liabilitiy management (ALM), banking book market and liquidity risk, from quantitative and business perspectives, including front-to-back product cycle, risk management and validation. Deep practical knowledge and understanding of the main metrics (EVE, NIM, repricing gap, maturity gap, earnings at risk, LCR, NSFR, VaR / ES, etc.)
• Modelling of balance sheet products and behavioural risk factors (prepayments, non-maturing accounts, defaulting items, etc.)
• Develop statistical and econometric models to assess on stressed scenarios and financial projections
• Assess on ALM and structural risk vendor capabilities, including user testing, development of new features to cover balance sheet risk factors, etc.
• Work with large amounts of reference, market and client data to optimize and structure data sets for modelling and metric calculation purposes
• Develop new solutions on FTP and treasury risk monitoring and management
• Desirable : include ML and AI tools to enhance our solutions portfolio

What are we looking for?

Specific requirements include :

Skills and Competencies :

This opportunity will be evaluated based on experience, and we are excited to welcome new talent to our CIB team. If you have a passion for ALM and market risk, investment and banking product management and regulatory strategy, we encourage you to apply and become a part of our dynamic and innovative environment.