Risk Development Analyst – Irrbb/qrm

Risk Development Analyst – IRRBB/QRM #180912Numer ref.: 180912

Imagine working at the heart of the bank where you can make a difference and influence the bank’s asset and liability strategy. As a Risk Development Analyst you will be part of the results-oriented Global NII Stress Testing team focusing on implementing IRRBB risk management processes and meeting all regulatory requirements, using strategic risk data and innovative IT landscape. The team is responsible for further developing our EVE/NII stress testing models resulting from emerging business, new regulatory requirements and market practices. The team is highly focused on groundbreaking technology like cloud computing, data analytics and QRM and will create an environment for you to develop your knowledge and skills to become a future leader of the organization. 
You will be responsible for developing and maintaining risk models to manage structural interest rate risks in the banking books. In particular, you will collaborate closely with partners to gather model requirements, analyze input data, develop and test IRRBB models in QRM and have the opportunity to present your work in partner forums and management committees. In this role, you will gain insights into banking book products (loans, deposits, fixed income securities and derivatives) which constitute the core elements of the banking business, as well as the risk management of such positions. You will work with one of the world’s leading risk systems QRM, a fully integrated balance sheet management solution that covers ALM, Market Risk, Liquidity, FTP, Stress Testing and Portfolio optimization. 

Your future colleagues

Our team brings talented people together to determine the way forward in the risk domain. With you as a Risk Development Analyst, the team will consist of 15 diverse colleagues in a variety of roles, including: QRM modelling specialists, Risk managers and analysts. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values.