13 Irrbb Jobs

Business Analyst wid exp.in Credit Risk & Asset Liability Mangmt Gather&document business requirements for IRRBB/ALM initiatives aligned wid JST regulatory commitments.Collaborate with Treasury, Risk,& ALM programs.Analyzing, documenting &optimizing Required Candidate profile Translate regulatory needs into functional specs& user stories for delivery teams. Track milestones, manage dependencies,& support governance through SOWs and CCNs.Strong knowledge of banking product

In this role as a Balance Sheet Analytics Model Developer at Citi, you will be responsible for designing and optimizing analytics tools that cover the entire balance sheet and support the business strategy. Your main duties will include generating actionable insights, developing and maintaining models, collaborating with various teams, contributing to forecasting and scenario analysis, supporting reporting cycles, and following SDLC best practices. Key Responsibilities: - Generate actionable analytical insights to optimize the balance sheet and support the overall business strategy. - Develop and maintain models throughout the complete model lifecycle. - Collaborate with Treasury, Risk, and Finance teams to integrate tools with business workflows. - Contribute to forecasting and scenario analysis with automated tools for volume, rate, and mix attribution. - Support monthly reporting cycles. - Follow SDLC best practices and use GitHub for code versioning and release management. Qualifications: - 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics. - Strong Tableau UX design and data manipulation techniques are a plus. - Proficiency in SQL for large-scale data extraction and transformation. - Comfortable working independently and contributing to cross-functional teams. - Strong written and verbal communication skills to present technical work to non-technical partners. - Experience with Python is a plus (especially tableauhyperapi). Education: - Bachelors degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field. As a part of this role, you will have the opportunity to learn SCB analytics from the ground up, work on high-impact regulatory and business-driven initiatives, gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning, as well as sharpen performance engineering and SDLC skills in a collaborative, high-ownership environment. Additionally, you will have the opportunity to contribute code used across Treasury and Finance groups globally.,

As a Quant Analytics Treasury - Vice President at Barclays, you will be spearheading the evolution of the Risk function by developing best-in-class credit risk models using industry-leading frameworks and methodologies. You will work in a global quant team, collaborate with regulators worldwide, and utilize cutting-edge technology. Your role will also involve effective stakeholder management, leadership, and decision-making to support business strategy and risk management. **Key Responsibilities:** - Develop credit risk models such as Treasury Risk, Liquidity Modelling, Hedge accounting, ICAAP VAR Model, PRA110 liquidity reporting, and Model Implementation. - Utilize hands-on working knowledge in areas like IRRBB, RRP, TWD, Hedge accounting, FX rate risk, Balance-sheet Modelling, and Cash Flow Forecasting. - Demonstrate proficiency in technology, including recent coding experience in Python, Python-OOP, C/C++, and Version control methods. - Engage in Stress Testing/Scenarios Modelling, Model Development, Model Validation, Statistical Modelling, and understanding of regulatory frameworks. **Qualifications Required:** - Advanced Technical Degree (Master's / PhD) in Statistics, Engineering, Numerical Analysis, Mathematics, Physics, Econometrics, Financial Engineering, Computer Science, or Financial Mathematics. - Relevant certifications such as GARP-FRM, PRM, CQF, AI/ML Courses would be beneficial. - Experience with R, MATLAB, Numerix, and Database skills. - Strong experience in Stakeholder management, leadership, and decision-making to support business strategy and risk management. In this role, you will design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. You will collaborate with technology to specify dependencies for analytical solutions, develop high-performing analytics solutions, and ensure conformance to all Barclays Enterprise Risk Management Policies. As a Vice President, you will contribute to setting strategy, drive requirements for change, manage resources and budgets, and ensure continuous improvements. You will demonstrate leadership behaviours aligned with the Barclays values and mindset, advise key stakeholders, manage risks, and collaborate with other teams to achieve business goals. All colleagues at Barclays are expected to embody the Barclays Values of Respect, Integrity, Service, Excellence, and Stewardship, as well as demonstrate the Barclays Mindset of Empower, Challenge, and Drive.,

As a Balance Sheet Analytics Developer in the Treasury ALM team at Citi, you will play a crucial role in designing and optimizing analytics tools that drive NIR/NIM forecasting, balance sheet planning, and rate risk assessments. Your primary focus will be on developing and maintaining Python-based analytics libraries for modeling and simulations, optimizing data pipelines, and collaborating with various teams to integrate tools into business workflows. Additionally, you will contribute to forecasting and scenario analysis, work with data from different systems, and support reporting cycles and results validation. Key Responsibilities: - Develop and maintain Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations - Optimize data pipelines using vectorized operations, memory-efficient structures, and just-in-time compilation (e.g. Cython) - Collaborate with Treasury, Risk, and Finance teams to integrate your tools with business workflows - Contribute to forecasting and scenario analysis with automated tools for volume, rate, and mix attribution - Work with data from Pearl, Ruby, and Genesis systems to build robust, reusable modules - Support monthly reporting cycles, ALCO packages, and results validation for NIR/NIM metrics - Follow SDLC best practices and use GitHub for code versioning and release management Qualifications: - 5+ years of experience in Treasury, ALM, IRRBB, or related financial analytics - Strong Python skills, with experience in NumPy, Polars, and performance libraries (e.g. Cython or C++) - Familiarity with Treasury systems (e.g. Pearl, Ruby, Genesis) and their data structures - Proficiency in SQL for large-scale data extraction and transformation - Comfortable working independently and contributing to cross-functional teams - Strong written and verbal communication skills to present technical work to non-technical partners - Experience with Tableau is a plus (for lightweight reporting) Education: - Bachelors degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field Development Opportunities: - Learn Treasury ALM from the ground up and work on high-impact regulatory and business-driven initiatives - Gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning - Sharpen performance engineering and SDLC skills in a collaborative, high-ownership environment - Opportunity to contribute code used across Treasury and Finance groups globally In case you are a person with a disability and require a reasonable accommodation to access Citi's search tools or apply for a career opportunity, please review the Accessibility at Citi guidelines.,

The Balance Sheet Analytics & Management (BSAM) team is looking for a technically skilled Python developer with a strong understanding of Treasury, IRRBB, and ALM concepts. In this role, you will be responsible for designing and optimizing analytics tools that support Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. Your primary focus will be on hands-on coding to develop scalable, high-performance libraries using Python (NumPy, Polars), Cython, and/or C++ for production purposes. Your key responsibilities will include developing and maintaining Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations, optimizing data pipelines through vectorized operations and memory-efficient structures, and collaborating with Treasury, Risk, and Finance teams to integrate tools into business workflows. Additionally, you will contribute to forecasting and scenario analysis with automated tools, work with data from Pearl, Ruby, and Genesis systems to create reusable modules, and provide support for monthly reporting cycles and ALCO packages. To qualify for this role, you should have at least 5 years of experience in Treasury, ALM, IRRBB, or related financial analytics, strong Python skills including familiarity with NumPy, Polars, and performance libraries like Cython or C++, and proficiency in SQL for large-scale data extraction and transformation. You should also be comfortable working independently and in cross-functional teams, possess excellent written and verbal communication skills, and ideally have experience with Tableau for reporting purposes. A Bachelors degree in Computer Science, Financial Engineering, Economics, or a related technical/quant field is required for this position. This role offers development opportunities to learn Treasury ALM from the ground up, gain exposure to balance sheet strategy, interest rate risk metrics, FTP, and liquidity planning, sharpen performance engineering and SDLC skills, and contribute code used globally across Treasury and Finance groups. If you are looking to join a collaborative environment where you can make a high impact on regulatory and business-driven initiatives, this role could be the right fit for you.,

The Balance Sheet Management (BSM) unit is a division within Treasury and is part of Citigroup's broader Finance organization. The specific responsibilities of Balance Sheet Management cover five key areas: Asset and Liability Management (ALM): FTP Governance & Execution: Establishes and oversees the policies for pricing business assets and liabilities based on interest rates and liquidity values. Executes various transfer pricing processes firm-wide and ensures minimal retained costs and balance sheet in Treasury through an effective allocation process. Interest Rate Risk Management: Evaluates, analyzes, and reports Interest Rate Risk in the accrual businesses for Citigroup. Balance Sheet Analytics & Management: Conducts analytics related to the firm's balance sheet, NIR/NIM, and associated financial metrics to drive financial resource allocations. Leads internal and external communication of the strategy and performance of the balance sheet. Capital Management & Portfolio Analytics: Proposes Capital Policy design to Capital Committee, manages capital distribution strategy, and designs methodologies for allocating capital limits. Leads the design and delivery of portfolio management reporting and analytical capabilities to support Treasury's securities portfolios. Balance Sheet Costing (Infrastructure): Leads the design, development, and implementation of the firm's Funds Transfer Pricing system. Balance Sheet Costing (Methodology): Leads cross-functional working groups to design and evolve Balance Sheet costing frameworks and methodologies. Attributing resource costs/benefits across users/providers of balance sheet resources. Asset Allocation: Designs and manages Treasury's allocation process on security portfolio strategy for Citigroup's $400bn+ global liquidity portfolios. Performs review and challenge of the Stress Testing results for securities portfolios and oversees model governance for valuation and forecasting of AFS/HTM asset classes. The Balance Sheet Management Analyst will focus on designing, developing, and optimizing Tableau dashboards, data pipelines, and reporting solutions to support IRRBB (Interest Rate Risk in the Banking Book) and Balance Sheet Management functions. The role requires strong technical skills in data visualization, data flows, and data engineering to ensure scalable and automated Treasury analytics. This position is ideal for candidates experienced in building interactive Tableau dashboards, developing ETL pipelines, and applying data science techniques to analyze and transform large financial datasets. The analyst will collaborate with various teams to improve risk analytics, automate reporting, and optimize data-driven decision-making processes. Responsibilities: - Develop and optimize Tableau dashboards for real-time IRRBB, balance sheet, and liquidity analytics, providing intuitive visual insights for Treasury stakeholders. - Design and maintain automated data pipelines, integrating SQL, Python, and ETL processes to streamline financial data ingestion, transformation, and reporting. - Enhance data flows and database structures to ensure high data accuracy, consistency, and governance across Treasury risk reporting. - Implement data science methodologies for time series analysis, trend forecasting, and anomaly detection to support IRRBB and balance sheet risk analytics. - Automate EUC solutions to replace manual reporting processes with scalable, repeatable, and efficient workflows. - Collaborate with cross-functional teams to understand data needs, enhance reporting capabilities, and ensure alignment with regulatory and business requirements. Qualifications: - 5+ years of experience in banking/finance, focusing on Balance Sheet Management, IRRBB, Treasury, or Risk Analytics. - Strong expertise in Tableau dashboard development, including data visualization best practices and performance optimization. - Experience in building and maintaining data pipelines using SQL, Python, and ETL tools for financial data processing. - Familiarity with data science techniques applied to financial datasets. - Proficiency in data governance, validation, and reconciliation for accuracy in Treasury risk reporting. - Strong analytical and problem-solving skills to translate business needs into technical solutions. - Bachelor's degree in Finance, Computer Science, Data Science, Mathematics, or a related field. Education: - Bachelor's degree, potentially Master's degree. The role emphasizes technical expertise in Tableau, data engineering, and data science while maintaining a strong connection to IRRBB and Balance Sheet Management solutions. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster. Job Family Group: Finance Job Family: Balance Sheet Management Time Type: Full time Most Relevant Skills: Business Acumen, Data Analysis, Internal Controls, Management Reporting, Problem Solving, Process Execution, Risk Identification and Assessment, Transfer Pricing. Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter.,

As a Financial Regulatory Reporting Manager at Standard Chartered, your role involves ensuring alignment with country stakeholders on the development and execution of country-specific strategic goals regarding Country Financial Regulatory Reporting (FRR). You will be responsible for identifying and implementing best practices to enhance reporting efficiency and accuracy. Understanding and articulating country-specific regulatory requirements, FRR metrics computation, and methodologies will be crucial in your role, in addition to correlating banking products and country-specific business context to local regulatory reporting. You will play a key role in translating relevant local financial regulatory requirements into business and functional requirements, driving discussions with stakeholders across various departments for ongoing compliance in local regulatory reporting. Effective communication with stakeholders to understand their requirements and queries, and providing necessary execution and consultation support will be part of your responsibilities. Ensuring accurate and timely submission of all required local regulatory returns to relevant senior stakeholders and/or regulatory authorities is essential. You will provide day-to-day delivery management to the team, address queries for submitted reports within timelines, and ensure operational efficiency, accuracy, and completeness of reports are monitored with appropriate KPIs. Establishing robust governance and controls for the reporting process, including leveraging technology and automation tools to streamline reporting processes, will also be part of your role. In terms of people and talent management, you will train and manage a team of high-performing individuals, motivate the team to deliver a high degree of accuracy under pressure, and build relationships to improve collaboration across country and GFS functions. Monitoring and ensuring appropriate BAU and Change governance and controls are followed across all production and transformation activities, overseeing the maintenance of comprehensive documentation of reporting processes, and collaborating with auditors for audits and reviews are also part of your responsibilities. As a leader, you are expected to uphold high ethical standards, promote a culture of diversity and inclusivity, compliance, and ethical behavior within the team. You will inspire proactive and innovative behaviors in the team to continuously improve performance and strive for excellence. Key stakeholders you will engage with include GPO/GPM, Capital & Liquidity & FRR, Country Regulatory Reporting CFO, Financial Controller, and Country Leads, among others. Your technical skills should include understanding banking products and services, local financial regulatory reporting experience, financial reporting skillsets, and a robust understanding of the regulatory framework associated with financial regulatory reporting. Soft skills such as excellent written and verbal communication, ability to engage with senior stakeholders, and strong business writing skills are essential. Additionally, having knowledge of Python, SQL platforms, and deploying AI and ML solutions to mechanize processes will give you an edge. A Chartered Accountant (CA) / Cost Accountant (CWA) or equivalent qualification, along with a minimum of 6 years of experience in Financial Regulatory Reporting or Financial Reporting, is required for this role. At Standard Chartered, we value diversity, inclusion, and ethical conduct. We strive to make a positive difference for our clients, communities, and each other. If you are looking for a purposeful career with a bank that values your unique talents, we encourage you to apply and be part of our team.,

You should have at least 4+ years of experience in Model Development or Validation related to areas such as IRRBB, NII, NIR, IRE, IRR, EVE, EVS, and Balance sheet models. Your skill set should include strong proficiency in Excel, Python, and SQL programming. Additionally, a basic understanding of debt investment securities and non-trading market risk like FXRBB, commodity risk, private equity risk, CSRBB, QMMF, and CCAR for Pensions, ATM/AFS portfolios, etc. will be beneficial. It is essential to have a foundational knowledge of regulatory, compliance, risk management, financial management, and data governance concerns. Your responsibilities will include supporting BSM analytics and modeling projects focusing on asset allocation, FXRBB, OCI stress testing (CCAR), QMMF for pensions, AFS/HTM securities, and Commodity/Equity/CSRBB risk. You will be expected to provide accurate analysis to improve BSM methodologies and assist in the development and maintenance of Citis first-line NTMR framework. This involves working closely with MRM to ensure proper development and validation of NTMR models, as well as collaborating with senior leaders to align governance for legal entities with various risk factors. Coordination with business, Treasury, CTI, Markets Treasury, and Controllers is crucial to ensure effective NTMR management. Additionally, you will support the remediation of non-trading market risk gaps as per Tier 1 regulations and assist in resolving regulatory/audit issues to achieve the target state framework. If you are interested in this position, please send your resume to "swarali.deshmukh@credencehrservices".,

As a part of our Consulting team in Mumbai, India, we are seeking experienced professionals to join us on a full-time basis. If you have expertise in risk advisory, ALM, IRRBB, liquidity risk, market risk, FTP, treasury, market risk, balance sheet management, financial risk management, and system, we encourage you to apply by clicking on the "Apply now" button. Your contributions will play a crucial role in our consulting projects.,

As a member of our Consulting team in Mumbai, India, you will utilize your experience and expertise to contribute to our projects and initiatives. Your role will involve working on various aspects of Risk Consulting, including ALM, IRRBB, liquidity risk, market risk, ICAAP, ERM, and model risk management. If you are an experienced professional with a strong background in these areas, we encourage you to apply now and be a part of our dynamic team. Your contributions will help us provide top-notch consulting services to our clients. Join us and take the next step in your career by leveraging your skills and knowledge in risk management to make a positive impact. Your dedication and expertise will be valued as you work on challenging projects and collaborate with talented colleagues. Don't miss this opportunity to be part of a thriving Consulting team and further enhance your skills while delivering exceptional client service. Apply now and embark on a rewarding career journey with us.,

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. Operating in more than 45 countries across five continents, we leverage state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients" business impact and strategic decision-making. With a team of over 4,500 talented professionals worldwide, we offer a dynamic, growth-oriented, and meritocracy-based culture that emphasizes continuous learning, skill development, work-life balance, and equal opportunity for all. Recognized by Great Place to Work in various countries, we provide a rewarding environment for individuals looking to make a significant impact. As a member of the Risk and Quant Solutions (RQS) team at Evalueserve, you will be part of one of the fastest-growing practices within the organization. Working with cutting-edge technology, you will address some of the world's largest financial needs and contribute to improving decision-making processes in the banking sector. Your responsibilities at Evalueserve will include leading and overseeing the development and implementation of Asset Liability Management (ALM) and Interest Rate Risk in the Banking Book (IRRBB) models for a bank. You will conduct advanced data analysis, collaborate with the model development team to enhance existing models, work directly with clients to provide tailored solutions in ALM and IRRBB management, and ensure timely completion of projects with a strong sense of urgency. Additionally, you will manage prototype source data migration, develop and deliver training programs, and contribute to strategic decision-making processes through your expertise. We are looking for individuals with a Bachelor's or Master's degree in business administration, finance, computer science, or related fields. The ideal candidate will have a deep understanding of ALM concepts, IRRBB, and Internal Liquidity Adequacy Assessment Process (ILAAP), as well as proficiency in statistical methods and tools such as logistic regression, Bayesian statistics, and time series analysis. Strong skills in Python and R, along with experience in developing models from scratch, are essential for this role. Effective communication, stakeholder management, and leadership skills are also key requirements. Please note that the job description provided is for informational purposes and may be subject to periodic modifications to align with evolving circumstances. Accuracy and authenticity in the information you provide are crucial for your candidacy, as they will be verified during the Background Verification Process. If you require any assistance, your Talent Acquisition Single Point of Contact (TA SPOC) is available to support you throughout the process.,

What you will be doing at Evalueserve Lead and oversee the development and implementation of ALM (Asset Liability Management) and IRRBB (Interest Rate Risk in the Banking Book) models for a bank. Conduct advanced data analysis and queries to support strategic decisions and process improvements. Collaborate with the model development team to enhance existing models to resolve any issues raised or findings shared by internal validation team and also develop new models that are supplement to the main capital calculation processes. Work directly with clients to understand their needs and provide tailored solutions in ALM and IRRBB management. Manage prototype source data migration in established processes and production codes. Develop and deliver training programs to build competencies in ALM and IRRBB management. Ensure timely completion of projects with a strong sense of urgency. What we're Looking for Statisticians, Econometricians, or Engineers with a finance background. Extensive experience in ALM and IRRBB model development from scratch. Proven experience in developing models using Python and R. Experience in working with multiple datasets, cleaning data, and performing comprehensive data analysis. Demonstrated experience in leading large teams and managing complex projects. Advisory experience in ALM and IRRBB management. Deep understanding of ALM concepts, IRRBB, and ILAAP (Internal Liquidity Adequacy Assessment Process). Extensive knowledge of liquidity ratios and their changes, and how they affect funding sources. Familiarity with feeder models for ALM and IRRBB, including yield curve models, prepayment models, and non-maturity deposit models etc. Proficiency in statistical methods and tools such as logistic regression, Bayesian statistics, Markov chain processes, and time series analysis. Advanced skills in Python and R, including object-oriented programming and automation capabilities. Clear understanding of statistical metrics used to assess model performance and ability to make nuanced observations. Advisory experience in ALM and IRRBB management. Ability to work directly with clients and manage stakeholder relationships effectively. Excellent verbal and written communication and presentation skills, with the ability to document analytical results for diverse technical audiences. Ability to articulate ideas clearly and develop actionable recommendations. Proficiency in creating and delivering impactful presentations. Strong analytical and interpersonal skills.

Role & responsibilities IRRBB Reporting Around 6-8 (G6) 4-6 years (G7) of relevant operations / reporting experience and 2+ years of IRRBB reporting experience in a bank similar in scale and complexity as that of SCB. Finance Professionals (Qualified Chartered Accountant) or MBA (Finance) from a reputed institution. Certifications like FRM, PRM or CFA will be an added advantage Functional Skills: Strong understanding of banking processes and financial products Strong knowledge on various Banking Book products (like deposits, loans etc.) and comprehensively understands the impact of changes in the interest rates. Understands the pricing of financial products. Understands the impact of changes in Yield Curve on the Banking Book. Understand hedging products used by Treasury like interest rate swaps, FX Forwards for management of interest rate risk. Interested candidates Contact:7207997185