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.
Edelway is a Services Consultancy based in Switzerland. For our client, a well renowned Swiss/International Bank located in the Zurich region, we are currently seeking a SME with deep know-how in the IRRBB and QRM platform and experience to have worked in regulatory compliance & risk within a Bank or Financial Institution.
You will be responsible to contribute to the IRRBB (BCBS 368) project that needs to ensure regulatory compliance by May 2019 (FINMA Requirement).
Key Tasks: * Developing and implementing structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics on the bank's assets and liability positions, interest risks, earnings and other risk metrics. * NMP Positioning Design * NMP & NIBAL Optimization/ Positioning in QRM * NII Planning in QRM
THE PROFILE * Previous experience in QRM implementation/ configuration - in particular NMP and NIBAL positioning in QRM * Knowledge of core banking book products (loans, deposits and hedging instruments) and behavioural modelling (in particular for NMP deposits), IRRBB requirements and Earnings-at Risk * Knowledge of ALM, replication and FTP concepts * (Basic) knowledge of accounting, familiarity with market data and products valuation * Understanding and management of inputs/ requirements from other departments
If this sound like your next challenge please send me your updated CV to email@example.com or call me for more details on +41 58 717 7044.
Please be aware that for this position we can only consider EU candidates and candidates already living in Switzerland and holding a valid residency permit.