Participate in ALM/ERM risk modeling projects and regulatory compliance, conduct diagnostics and audits of ALM systems, and contribute to the definition of calculation methodologies
Job Summary
Participate in ALM/ERM risk modeling projects and regulatory compliance, conduct diagnostics and audits of ALM systems, and contribute to the definition of calculation methodologies.
Drive work on economic and regulatory capital, implement and review ILAAP frameworks, define risk appetite, and assist clients in managing liquidity, interest rate, and foreign exchange risks.
Benefit from an innovative technological environment with access to cutting-edge tools, exceptional learning and development opportunities, and a positive and inclusive work environment.
Matching Summary
Participate in ALM/ERM risk modeling projects and regulatory compliance, conduct diagnostics and audits of ALM systems, and contribute to the definition of calculation methodologies.
Skills & Requirements
Must-have
ALM/ERM risk modeling
Quantitative modeling experience
SAS, R, Python programming
Excel, PowerPoint proficiency
Regulatory compliance
Asset-liability management
Nice-to-have
Intellectual curiosity and adaptability
Client relationship management
Interest in new technologies
Team leadership skills
Data science application
Key Requirements
3+ years of experience
Financial institution or consulting/audit firm
Engineering, business school, or university degree in finance, statistics, or applied mathematics