Analyste Senior Alm Risque De Taux

Mobilize Financial Services

Paris, France
Remuneration based on profile; pyrticipytion; inté...
5+ years alm interest rate risk experience
Deep knowledge of irrbb framework (eve, nii)
Expertise in regulatory stress testing eba/icaap
The role involves acting as a senior ALM expert for interest rate risk and technical reference for the group's IRRBB device

Job Summary

  • The role involves acting as a senior ALM expert for interest rate risk and technical reference for the group's IRRBB device.
  • Responsibilities include defining methodologies, producing risk indicators like EVE and NII, and ensuring compliance with regulatory requirements.
  • The position offers a modern work environment with 2 days of remote work per week and opportunities for career evolution within an international group.

Matching Summary

The role involves acting as a senior ALM expert for interest rate risk and technical reference for the group's IRRBB device.

Salary

Remuneration based on profile; Participation; Intéressement; 75% transport reimbursement

Skills & Requirements

Must-have

  • 5+ years ALM interest rate risk experience
  • Deep knowledge of IRRBB framework (EVE, NII)
  • Expertise in regulatory stress testing EBA/ICAAP
  • Strong financial products and balance sheet knowledge
  • Ability to define and improve risk methodologies

Nice-to-have

  • Excellent oral communication skills
  • TOEIC score minimum 750/990
  • Second foreign language proficiency
  • Collaborative relationship with IT and Risk teams
  • Experience with derivative instruments evaluation

Key Requirements

  • Master's degree or equivalent BAC+5
  • Minimum 5 years experience in ALM interest rate risk
  • Advanced English proficiency (TOEIC 750)

Work Rights

Not specified

Tailored Resume

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