Asset and Liability Management Analyst
Location
Malta
Salary
ATTRACTIVE
Contact
Amanda Faria
Job Ref
1558404
- Hybrid
- International environment
- Generous benefit package
- 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
About you
- 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
