ALM Analyst
The chosen candidate will become an integral part of our Asset and Liability Management (ALM) team within Finance function. Reporting to the Senior Manager – ALM, you will be responsible for calculating and developing IRRBB/CSRBB metrics, maintaining ALM models, and supporting the management of our bank’s IRRBB/CSRBB exposure.
Malta * Full-time
Duties and responsibilities
- Regular calculation and development of IRRBB/CSRBB metrics and reports
- Development and maintenance of ALM models
- Support management of the Bank’s IRRBB/CSRBB exposure including hedging activity
- Support business decision making via various analysis, contribution to ALCO/Board presentations and documentation
- Support in regular hedge accounting efficiency tests
- Involvement in other activities related to ALM management
Required knowledge, skills and experience
- Understanding of Treasury and Banking Book products and risks including derivatives
- Understanding of regulatory framework related to IRRBB/CSRBB
- Strong IT skills (VBA, Python, SQL)
- Problem solving skills
- Previous experience in Finance / Treasury /ALM would be considered as an asset