IRRBB Change Lead - 12 month FTC
Core
Lead and motivate change initiatives for Interest Rate Risk in the Banking Book (IRRBB), acting as a senior subject-matter expert for earnings- and value-based risk within a regulated banking environment.
Role type
Manager, IRRBB Change Lead
Builds
Regulatory and transformational change in IRRBB frameworks and models
Domain
Banking / Financial Risk Management (IRRBB)
Deliverable
production ML models | product features | dashboards & analysis | client delivery | infrastructure
Required skills
IRRBB balance sheet risk modeling, Quantitative Risk Management (QRM), model risk management governance, complex model output analysis, materiality assessment, technical specialist influence, senior governance forum presentation
Preferred skills
Credible influence through subject-matter expertise, collaborative relationship building, technical standards advocacy
Technologies
IRRBB models, QRM systems
Responsibilities
Lead change initiatives across IRRBB, provide SME knowledge on earnings- and value-based risk, oversee changes to IRRBB models, establish relationships with Risk and Finance partners for QRM delivery
Seniority
Manager, hands-on IC
