CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Leading bank seeks an experienced ALM professional to be responsible for IRRBB risk drivers & metrics analysis, and to develop interest rate risk management strategy.
Specific responsibilities include:
Expert in IRRBB regulation and assist with interpretation
Develop IRR management strategies
Ensure alignment of assumptions and model results
Management of model risk
Analytics of Earnings and Value sensitivity drivers
The successful candidate will have strong knowledge and experience of IRRBB, with an emphasis on quantitative risk. You will have a strong understanding of retail/commercial banking/treasury products and the inherent key interest rate risks. This is a great opportunity to join a growing bank in a highly visible role within the Treasury department.