- Review legal vehicle IRRBB risk exposures in the context of limits and balance sheet composition.
- Support Senior Manager in evaluating banking book risk controls and framework for any new business or strategic initiatives.
- Conduct analysis and reviews on specific IRRBB risk topics, as required
- Assist with the delivery of IRRBB risk reports/commentary to the Board, Risk, ALCO, Regulators and Senior Management.
- Assist with the assessment of IRRBB risks of new products, working in close co-operation with business sponsors.
- Assist in preparation of IRRBB risk components of ICAAPs, Risk Appetite Statements, Stress Testing and other ad-hoc regulatory or legal entity governance projects.
- Assist with delivery of IRRBB risk components of relevant audits, inspections and reviews. Ensure that any market risk follow up actions raised by internal and external audits are diligently performed.
Experience and Skills
- A minimum 2 years of market risk experience in an international banking organisation with a diverse product set, including experience of IRRBB. Knowledge of liquidity risk would be advantageous.
- Experience in conducting analysis in market risk related topics.
Please send CVs to firstname.lastname@example.org or call me on 01 - 947 6327