Structural ALM Risk Consultant

Role Overview

• Support clients in their transformation projects, from defining objectives and challenges through to operational implementation
• Work on Structural ALM risk topics (Liquidity / Interest rates)

Requirements

• Minimum 5 years' experience
• Graduate of a top business school, engineering school, or holder of a master's degree in economics/finance
• Experience in ALM management within an ALM department at a bank or in a consulting firm
• Proficiency with key interest rate risk metrics (IRRBB)
• Proficiency with key liquidity risk metrics
• Knowledge of a bank's balance sheet and income statement structure
• Knowledge of banking regulations
• Knowledge of accounting principles
• Knowledge of regulatory requirements (SREP)
• Economic capital management (ICAAP) and liquidity management (ILAAP)
• Proficient with tools: Excel, PowerPoint, Power BI
• Good command of French and English; Spanish is a plus

Benefits

• Company phone
• Meal vouchers
• Profit-sharing
• 50% reimbursement of public transport
• RTT (additional compensatory days off)