Manager - Data Analyst - Interest Rate Banking Book

Description: Manager - Data Analyst - Interest Rate Banking Book (IRBB)

Location: Gurgaon (Preferred) / Bangalore / Chennai

Employment Type: Full-time

This role requires proven analytical capability, sound understanding of banking products, and experience working with large datasets in a structured environment.

Key Responsibilities:

- Lead end-to-end data analysis for Interest Rate Banking Book (IRBB) including behavioural models, rate sensitivity analysis, and balance sheet risk analytics.

- Extract, cleanse, and analyse large datasets from multiple banking systems using SQL and other querying tools.

- Build robust data pipelines and ensure data accuracy, completeness, and regulatory compliance for IRBB reporting.

- Support modelling teams by providing high-quality datasets and performing back-testing, trend analysis, and reconciliation checks.

- Translate business and regulatory requirements (IRRBB/IRBB) into technical data specifications.

- Work closely with stakeholders across risk, treasury, finance, and technology to implement improvements in IRBB data processes.

- Identify data-quality issues, perform root-cause analysis, and drive remediation initiatives.

- Prepare dashboards, analytical reports, and presentations for senior management.

- Mentor junior analysts and support team-wide data governance initiatives.

Required Skills & Experience:

- 7-12 years of relevant experience in Banking Risk, Asset-Liability Management (ALM), IRRBB/IRBB, or Treasury analytics.

- Strong understanding of Interest Rate Banking Book, repricing profiles, NII, EVE, rate sensitivities, and regulatory guidelines.

- Expertise in data extraction, querying, and transformation using:

- SQL (Advanced)

- Python / SAS / R (good to have)

- Data visualization tools (Power BI, Tableau preferred)

- Hands-on experience with large-scale data environments, data mapping, metadata, and data lineage.

- Experience in banking domain data architecture, regulatory reporting, or risk systems is a strong plus.

- Ability to interpret complex data, identify trends, and provide actionable insights.

- Strong communication and stakeholder-management skills.

Preferred Qualifications:

- Bachelors or Masters degree in Engineering, Finance, Statistics, Mathematics, Economics, or related fields.

- Certification in Risk Management, ALM, or Data Analytics (FRM, CFA, CRD, etc.) is desirable.

- Prior experience working with global banking clients or consulting environment