This role focuses on the identification, measurement, and reporting of market risks within the banking book, with an emphasis on Interest Rate Risk, Credit Spread Risk, and Structural FX exposures. The analyst will play a key part in monitoring risk positions, evaluating modeling assumptions, and supporting compliance with evolving regulatory standards.
Key Responsibilities
- Conduct analysis and reporting for Economic Value of Equity (EVE) and Net Interest Income (NII) under the QRM framework
- Enhance and validate behavioral models for prepayments and liability dynamics used in risk assessments
- Support the development and testing of treasury risk methodologies, including contributions to ICAAP and stress testing initiatives
- Assess structured securities with embedded options to identify and quantify risk drivers
- Monitor regulatory developments and support compliance with requirements such as IRRBB ITS and ECB stress exercises
- Collaborate with Model Validation, Treasury, Finance, and Regulatory Reporting teams to ensure accurate risk representation
- Challenge portfolio optimization strategies and contribute to balance sheet planning discussions
- Communicate risk insights to senior stakeholders and assist in regulatory engagements
Qualifications
Candidates should have 2–4 years of experience in treasury, asset-liability management, or market risk functions within a financial institution. A strong grasp of banking balance sheets and financial instruments is essential, along with advanced analytical capabilities and fluency in English. The ideal candidate demonstrates independent judgment, technical depth, and a commitment to ethical standards.
An advanced degree in Economics, Finance, Statistics, or a related field is required. Familiarity with QRM, Intex, or ADCo is advantageous. Professional designations such as FRM or CFA, and knowledge of European regulatory frameworks, are considered a plus.
Work Environment & Benefits
This position offers a permanent contract with flexible work arrangements to support work-life balance. Employees receive comprehensive medical coverage for themselves and their families, premium insurance and retirement benefits, and access to wellness and development programs. Additional perks include paid volunteer time, matching gifts, and a range of learning opportunities in technical and soft skills.
The organization promotes inclusion, integrity, and employee growth, with active networks and community initiatives. All qualified applicants are welcome, regardless of background, in line with equal employment principles.
