About The Role

We are seeking a Quantitative Analytics and Model Expert to provide second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and EVE frameworks. The role involves developing analytics, monitoring exposures, and collaborating across functions. Ideal candidates have significant experience in IRRBB, Market Risk, ALM, or Treasury, and strong quantitative skills.

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Quantitative Analytics and Model Expert - Asset Liability Management

About The Role