01Overview
Mandatory Experience: Strong Balance sheet Analytics Background, ALM Modeling, QRM.
Team Management: Strong.
Role Overview
Lead a high-impact team responsible for complex Asset-Liability Management (ALM) analytics, including interest rate risk (IRR), balance sheet forecasting, valuation (NII, EVE, duration), and regulatory stress testing. Drive strategic decisions by providing analytical insights to senior leadership and risk committees.
Key Responsibilities
Manage, coach, and develop a team of analysts; drive talent development and hiring.
Oversee measurement and monitoring of liquidity, cash flow, and repricing mismatches.
Interpret and explain model outputs, assumptions, and sensitivities to senior stakeholders.
Drive adoption of Python-based analytics and automation for efficiency and scalability.
Leverage AI/ML techniques for anomaly detection, forecasting enhancements, and process improvements.
Collaborate cross-functionally with Treasury, Finance, Risk, Technology, and Lines of Business.
Lead implementation of complex analytical initiatives and process improvements.
Manage resource allocation and budgets for BAU analytics and strategic projects.
Key Skills & Qualifications
Strong understanding of banking balance sheets, interest rate risk, and ALM concepts.
Hands-on experience with QRM or similar ALM modeling platforms.
Advanced Python skills for analytics, automation, or model prototyping.
Ability to communicate complex analytical results clearly to senior leadership.
Proven ability to operate effectively in a matrixed, global environment.
Knowledge of regulatory stress testing (CCAR, recovery & resolution) preferred.
Experience building dashboards or scalable data-driven solutions preferred.
CFA, FRM, or progress toward certification a plus. .
