Spezialist Gesamtbanksteuerung / Treasury (m/w/d)
Core
Treasury specialist responsible for interest rate and liquidity risk management, IRRBB analysis, and strategic balance sheet steering for a German credit institution.
Role type
Treasury specialist (interest rate & liquidity risk)
Builds
Interest rate and liquidity risk management frameworks, scenario analyses, and strategic balance sheet recommendations
Domain
Banking / Financial Services
Required skills
Interest rate risk (IRR), liquidity management, balance sheet analysis, scenario analysis, stress testing, Funds Transfer Pricing (FTP), economic capital analysis
Preferred skills
Analytical modeling, strategic steering of balance sheet structure
Technologies
Analytical methods, risk control systems
Responsibilities
Develop and apply modern control approaches for interest rate and liquidity risk; Conduct and optimize risk capacity analyses; Analyze the impact of interest rate changes on P&L and present value (IRRBB); Model assumptions for interest book control and deposit behavior; Perform scenario analyses and stress tests; Derive action recommendations for management and committees; Participate in strategic balance sheet steering; Support the development of Funds Transfer Pricing (FTP) approaches; Collaborate closely with Treasury, Controlling, and Risk Management
