Description
My client has a requirement for an interim analyst to work within its treasury team specifically supporting IRRBB where they will take responsibility for analysis and reporting on the Bank's interest rate exposures.
You will assess and analyse IRRBB, carry out scenario analysis for forecasting changes in IRRBB exposure and contribute towards liquidity risk including forecasting funding & liquidity requirements.
The successful candidate will also have the opportunity to work with the Treasury team in implementing the BCBS revised principles and therefore you must have demonstrable previous experience of working within Treasury, specifically with a focus on ALM and IRRBB.