We are looking for an IRRBB Technical Support Specialist to assist in managing Interest Rate Risk in the Banking Book (IRRBB). The role involves risk analysis, regulatory compliance, reporting, and system support to ensure effective risk management.

Key Responsibilities:

• Monitor and analyze IRRBB risks and trends.
• Support regulatory compliance with Basel III IRRBB guidelines.
• Assist in stress testing and scenario analysis.
• Prepare risk reports for senior management.
• Work with IT and risk teams to enhance risk management systems.
• Collaborate with ALM and Treasury teams for risk mitigation.
• Assist in the integration of new software tools and platforms to improve data accuracy and streamline reporting processes.
• Provide technical expertise in the implementation and maintenance of IRRBB frameworks, ensuring compliance with regulatory standards.
• Conduct detailed analysis of Interest Rate Risk in the Banking Book (IRRBB) metrics and reports to identify trends and anomalies.
• Utilize advanced financial modeling techniques to simulate various interest rate scenarios and assess their impact on the bank's balance sheet.