Job Description
Risk Analyst
On behalf of our client in the Banking Sector, PROCOM is looking for a Risk Analyst.
Risk Analyst – Job Description
The position reports to Senior Manager, Treasury Modelling team group within CTO
Provide quantitative model support to business as usual and strategic Treasury Balance Sheet Management projects and initiatives such as new product launches, integrated Treasury stress testing and scenario analysis tools, the new Asset Liability Management system (Canoe), regulatory requirements for non-trading market risk measuring and management (IRRBB), new market driven initiatives (BRR/IBOR/CDOR replacement) and interest-rate hedging strategies, Hedge Accounting and funds transfer pricing
Research industry best practices and support the development of quantitative valuation models for measuring and hedging the interest rate risk of retail, commercial and structured finance products in the Banking...
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