Senior Financial Risk Specialist

Job Description

We are seeking a highly qualified professional to join our team as a Senior Asset Liability Manager. The successful candidate will be responsible for participating in consulting projects on asset-liability management, banking book market and liquidity risk from quantitative and business perspectives.

The 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. Key responsibilities include :

Modelling of balance sheet products and behavioural risk factors

Developing statistical and econometric models to assess stressed scenarios and financial projections

Assessing vendor capabilities for ALM and structural risk

Working with large amounts of reference, market and client data to optimize and structure data sets for modelling and metric calculation purposes

In addition to these responsibilities, the successful candidate will also develop new solutions on FTP and treasury risk monitoring and management, and may have the opportunity to work with machine learning and artificial intelligence tools to enhance our solutions portfolio.

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