Business Risk Transformation Expert

Job Description:

Our team is seeking an expert to play a key role in business transformation, focusing on risk management and consulting services for banks and large corporates.

This position involves working closely with global teams to drive business growth through enhanced service portfolios, emphasizing derivatives, market, structural, and treasury risk consulting.

Key Responsibilities:

• Participate in consulting projects related to asset-liability management (ALM), banking book market and liquidity risk from quantitative and business perspectives. Strong knowledge of main metrics such as EVE, NIM, repricing gap maturity gap earnings at risk LCR NSFR VaR/ES etc
• Detailed practical knowledge of balance sheet products behavioural risks prepayments non-maturing accounts defaulting items user testing model validation advanced analytical skills required
• Criti...