About this role

Provide independent risk oversight, challenge, and assessment of interest rate risk exposure
Use risk measures and management judgement for proactive risk assessment
Review scenario design, model configurations, and results in QRM tool
Develop processes to validate financial assumptions
Lead structured challenge sessions and memorialize outcomes
Produce Asset Liability Management/Interest Rate Risk dashboards for governance
Assist in developing market risk management framework

5+ years in Asset Liability Management/Interest Rate Risk in the Banking Book
At least 2+ years in Second Line of Defense/Model Risk Management or other independent oversight roles
Bachelor's degree in related field required
Hands-on QRM proficiency (Asset Liability Management/Interest Rate Risk modules)
Ability to replicate Economic Value of Equity/Earnings at Risk and Net Interest Income sensitivities via Python/R/Structured Query Language
Advanced knowledge and experience with tools like Python, SQL, or R for data analysis and quality checks
Advanced knowledge of Asset Liability Management concepts & policy
Knowledge of ALM concepts & policy
Professional certification such as Financial Risk Manager (FRM), Professional Risk Manager (PRM), or Chartered Financial Analyst (CFA) preferred
Advanced speaking and writing communication skills

Asset and Liability Management Risk Manager – Financial Risk Management

Key skills