27 Irrbb Jobs

As a candidate for the position, you should have 4+ years of experience in Model Development or Validation, specifically in areas such as IRRBB, NII, NIR, IRE, IRR, EVE, EVS, and Balance sheet models. Additionally, you should possess strong Excel, Python, and SQL programming skills. A basic knowledge of debt investment securities and non-trading market risk, including FXRBB, commodity risk, private equity risk, CSRBB, QMMF, and CCAR for Pensions and ATM/AFS portfolios, is required. It is essential to have a fundamental understanding of regulatory, compliance, risk management, financial management, and data governance concerns. Key Responsibilities: - Support BSM analytics and modeling projec...

As an employee at EY, you will be part of a globally connected powerhouse of diverse teams that will help you shape your future with confidence. The company is dedicated to building a better working world and offers you the opportunity to work on projects at market-leading banks in various regions, including Baltics, Nordics, Central Europe, and Central Asia. You will engage in direct communication with top management of banks, actively participate in problem-solving, develop new solutions, and utilize your data and technical skills. **Key Responsibilities:** - Develop, document, implement, and validate analytical tools and models for managing financial risk in decision-making and regulatory...

As a Balance Sheet Analytics Developer in the Treasury ALM team at Citi, your role involves designing and optimizing analytics tools for Citis NIR/NIM forecasting, balance sheet planning, and rate risk assessments. You will be responsible for developing and maintaining Python-based analytics libraries, optimizing data pipelines, collaborating with cross-functional teams, and supporting monthly reporting cycles. Your work will contribute to forecasting, scenario analysis, and results validation for NIR/NIM metrics. Key Responsibilities: - Develop and maintain Python-based analytics libraries for NIR/NIM modeling and IRRBB simulations - Optimize data pipelines using vectorized operations, memo...

Job Description About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-e...

As a Balance Sheet Management Analyst at our company, you will play a vital role in developing new methodologies, data processing tools, and analysis techniques for the Balance Sheet Management function. Your contributions will directly impact Citigroup's Capital and will be crucial for the treasury team's modeling group. This role requires you to focus on statistical and non-statistical methodologies for Deposit duration, Fund Transfer Pricing, Customer Pricing, and other areas relevant to the IRRBB and treasury space. Key Responsibilities: - Provide end-to-end development support for statistical models covering asset classes like Deposits and Fixed Income Securities. - Develop models for s...

As a TSY Risk Governance and Control Officer at HSBC, you will play a crucial role in driving the conduct agenda and implementing additional Liquidity & Funding, Capital & Stress Testing, and IRRBB related risks into the Risk Management Framework. Your responsibilities will include: - Assisting in driving the conduct agenda. - Implementing additional Liquidity & Funding, Capital & Stress Testing, and IRRBB related Risks into the Risk Management Framework. - Running Risk and Control Assessments in BAU, including related governance, testing, and evidence work. - Ensuring that Data, Digital, and Transformation programs align with the Risk and Control Framework. - Reviewing new policies and stan...

Join us as a Model Factory IVU Senior at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. Responsibilities This is a Model Factory IVU Senior role in Model Risk Management (MRM). MRM reports directly to the Group Chief Risk Officer and responsible for the identification, assessment, monitoring and management of model risk within Barclays. Model risk is the potential for adverse consequences from decisions based on incorrect or misused model outputs. The MRM function's mandate is to independently and actively mana...

Support and work closely with the Head Market & Traded Credit Risk to develop and implement market & traded credit risk management policies, processes and procedures. The Job Holder Would Oversee The Following Results Areas Implement strategies to measure, report and control market risk and counterparty credit risks emanating from Treasury related activities Monitor trading risk and counterparty credit risk exposures against approved limits, including investigating and reporting any excess for approval by the relevant authorities on a timely basis. Support initiatives and projects required on the ongoing improvement of internal procedures and support the bank in transition to newer Basel nor...

As a Quant Analytics Market Risk / Treasury - Vice President at Barclays, you will be driving the evolution of the Risk function by developing best-in-class credit risk models using industry-leading model development frameworks & methodologies. Your role will involve working in a global quant team, collaborating with regulators worldwide, and leveraging cutting-edge technology. Effective stakeholder management, leadership, and decision-making skills are essential to support business strategy and risk management. Key Responsibilities: - Develop best in class credit risk models using industry leading model development frameworks & methodologies - Work in a global quant team and collaborate wit...

Mendatory - Business Analyst - Mkt & Liquidity Risk Market (IRRBB/ALM) & Liquidity Risk & RWA capital charge computation. 10+ years of experience in Market (IRRBB/ALM) OR Liquidity Risk OR RWA capital charge computation Basic knowledge of SQL

As an IT Business Analyst specializing in Liquidity Risk at RiskInsight, your role involves bridging business requirements with IT solutions specifically in Liquidity Coverage Ratio (LCR), Moody's RiskConfidence (RCO), and Interest Rate Risk in the Banking Book (IRRBB) domains. Your key responsibilities will include: - Gathering, documenting, and analyzing business requirements related to liquidity risk and regulatory reporting. - Collaborating with stakeholders to ensure alignment between business needs and technical solutions. - Translating regulatory requirements such as LCR, MCO, RCO, IRRBB into functional specifications. - Working closely with development and QA teams to ensure accurate...

In this role as a Balance Sheet Analytics Developer within the Treasury ALM team at Citi, you will play a crucial part in designing and optimizing analytics tools that drive the forecasting of NIR/NIM, balance sheet planning, and rate risk assessments. Your primary focus will be on hands-on coding to build scalable and high-performance libraries using Python (NumPy, Polars), Cython, and/or C++ for production use. 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, ...

Job Summary Strategy Align and proactively contribute in execution of Balance Sheet Management (BSM) Actuals and Flash MI and Analytics specific strategic goals with respect to Balance Sheet, Capital / Liquidity & IRRBB / FTP in partnership with Group Treasury, Cluster Treasury, CPM, Finance, Technology stakeholders. Identifying and implementing best practices to enhance analytics, MI and optimisation value-addition. Business BSM is fundamental to the performance of the Treasury function. This role as Balance Sheet Analysts and SMEs coordinates the delivery of B/S for Group and Clusters at client, product segment, transaction level views including high-quality insights through advanced analy...

Liquidity Risk, ALM(Asset Liability Management), Market Risk, IRRBB

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 ...

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 knowled...

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 f...

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 vectoriz...

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 A...

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 re...

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...

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 ...

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 r...