Team Level Responsibilities:

Within the team in charge of the production of Regulatory & internal steering indicators - structural rate risk metrices, within the Banking Book and market Book scope, you will contribute to the team’s missions.

· Understanding the functioning of Liquidity, interest rate and foreign exchange risk in the banking book

· Produce and certify ALM metrics (structural interest rate and exchange rate risks) at the appropriate granularity and expected level of quality

· Participate in work to improve data quality

· Ensure the recognition of metrics by the business lines

· Contribute to the preparation of the monthly ALM indicator validation committees

· Contribute to internal and ad hoc projects aimed at changing and optimizing the indicator production system (implementation of new tools, process automation via Alteryx, PowerBI)

Individual Managerial Responsibilities:

· Hands on supervision of the day-to-day product deliveries

· Develop business requirements and project roadmaps for high-performance and critical project priorities.

· Manage delivery teams, processes and models for optimal delivery solutions.

· Co-ordinate and troubleshoot team’s functions.

· Manage risks and regulatory compliances.

· Drive initiatives for organizational transformation and Real-time Bidding (RTB) projects.

· Be a second level of contact for any delivery resolutions.

· Contribute towards Change the Bank (CTB) projects.

Required Profile

· You have 9 years in a Financial or Risk function and have a good knowledge of the banking sector

· Agile, curious, you are organized and have a good ability to adapt and analyze

· You are a force of proposal and enjoy working in a team

· You are autonomous and know how to manage your priorities, it is all to your advantage!

· Desirable to have Proficiency in VBA programming and Microsoft office tools is desirable for the success of your assignments,

· SQL, Python, Power BI programming would be a more desirable option.

· Ideally, you have also acquired knowledge of banking balance sheets and financial products and in the regulatory field (CRD, CRR, Basel standards, etc.).

· Demonstrated excellency in domain knowledge and operational management skills.

· Excellent communication, stakeholder and people management skills.

· Ability to visualize and execute process enhancements.

· Proven understanding of regulatory and risk framework.

· Proven capability of executing small to medium level projects.

· You’re fluent in English

PLus Factor

Project & Process change experience

Accounting Principles understanding

Understanding of liquidity reporting, liquidity vs accounting consistency checks

Fair understanding of different control checks in Liquidity space (eg: Liquidity database vs benchmark)

Knowledge on MS Excel Macro, Python, MS Power BI, Alteryx

Contractual variation analysis (LCR & NSFR)

Specific Context

9-11 years of functional experience in Liquidity / Credit risk/Interest Rate Risk & regulatory reporting (LCR, NSFR)