VP/AVP - IRRBB/CQM/ALCM - Banking

Job Description - AVP-IRRBB-FCD

We are currently seeking an experienced professional to join our team in the role of AVP-IRRBB-FCD.

Principal responsibilities:

- Independently manage requirements gathering, translation and management throughout the project life cycle.

- Perform QRM modelling activities and testing the results.

- Use systematic thinking and creativity to support development of solution options inside and outside QRM.

- Ensure successful end-to-end and timely implementation of BRD/CR.

- Support group team to evaluate relative costs, benefits and obstacles of potential solutions before implementing.

- Work closely with senior business stakeholders (Group Treasury, Second line of defense, ALCM business, Operations, HOST IT, Site IT, FTP etc.) and understand their objective, priorities and challenges.

- Build effective working relationships within own team and with other colleagues.

- Provide QRM training to new or less experienced team members

Qualifications:

- PQE for 8-10 years and been part of significant change initiatives preferably in the financial services industry

- Knowledge of Asset Liability Management (ALM), Basel III, IRRBB Reporting and relevant regulatory changes in a global environment preferable

- Strong Knowledge of QRM and ability to independently design a solution in QRM.

- Strong understanding of financial products (specifically Retail, GB&M and IRR) and how they impact finance operations.

- Knowledge and working experience in SQL is desirable

- Ability to work with little supervision, proactive, with drive and energy

- Understanding on IRRBB risk metrics and to have overall understanding on testing Approach.

- Overall understanding on Basel Norms, ALCM domain understanding and Funds Transfer Pricing.

- Strong understanding on Banking Products and characteristics.

- Exposure in any of the other risk product.