
Expert Market Risk Leadership
12 hours ago
We are seeking a seasoned professional to lead our Market Risk management team. This key role will be responsible for developing and validating liquidity risk, valuation models, CCR & stress testing models.
The successful candidate will have extensive knowledge of market risk, IRRBB, liquidity risk, ALM & FTP, as well as Basel regulations. Experience in working on EU regulation, such as CRR, ECB Guide on internal models, EBA Guidelines is highly desirable.
- Proficient in model development and validation using various software tools such as SAS, Python, Matlab.
- Strong analytical skills with the ability to interpret complex data sets.
- Excellent communication and interpersonal skills with experience in managing cross-functional teams.
What We Offer:
- A dynamic and collaborative work environment.
- Opportunities for career growth and professional development.
- A competitive compensation package.
Equal Employment Opportunity Information:
We are an equal opportunities employer and welcome applications from all qualified candidates regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability, or other legally protected status.
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