Participate in ALM/ERM risk modeling projects and regulatory compliance, and conduct diagnostics and audits of ALM systems
Job Summary
Participate in ALM/ERM risk modeling projects and regulatory compliance, and conduct diagnostics and audits of ALM systems.
Contribute to defining calculation methodologies and internal transfer pricing to optimize profitability, and lead work on economic and regulatory capital with impact simulations and stress testing.
Explore innovative topics such as data science and blockchain applied to risk management, and assist clients in managing liquidity, interest rate, and foreign exchange risks.
Matching Summary
Participate in ALM/ERM risk modeling projects and regulatory compliance, and conduct diagnostics and audits of ALM systems.
Skills & Requirements
Must-have
ALM/ERM risk modeling
Asset-liability management
Internal transfer pricing
Economic and regulatory capital
Liquidity, interest rate, and FX risk
Nice-to-have
Data science and blockchain applications
Innovative risk analysis methods
Client relationship management
Key Requirements
3+ years of experience
Financial institution or consulting/audit firm experience