The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books
Job Summary
The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books.
The role offers significant responsibility and the opportunity to maximize personal potential within a dynamic international corporate setting.
Benefits include 25-28 vacation days, a pension scheme, 13th month salary, 8% holiday payment, and hybrid working.
Matching Summary
The Customer Behavioural Risk team owns behavioural risk and replication models used for measuring and managing interest rate and liquidity risks in commercial books.
Skills & Requirements
Must-have
Customer Behaviour Risk
Asset and Liability Management
Financial Risk Analysis
Model Lifecycle Management
Quantitative Background
Python and Power BI proficiency
Nice-to-have
Intellectually stimulating environment
Collaborative team player
Pragmatic problem solver
Cultural sensitivity
Conflict resolution skills
Key Requirements
Academic education in economics, econometrics, or quantitative specialization
>3 years relevant work experience in banking
Knowledge of Asset and Liability Management
Knowledge of risk management and financial products