Asset Liability Modeller

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Requirements:

• A technical qualification or significant experience within the ALM function.
• In-depth knowledge of regulatory requirements and risk practices.
• Highly analytical and forward-thinking approach.
• Expert knowledge of ALM systems.
• Technical skills such as SQL, VBA, and Python.
• Exceptional drive, motivation, and commitment.
• Focus on operational excellence.
• Ability to work in a fast-paced environment and manage multiple tasks.

Responsibilities:

• Brings ALM subject matter expert knowledge and understanding of best practices.
• Manages and implements changes to Treasury models due to business and regulatory requirements.
• Reviews the completeness and accuracy of data with the Data collective.
• Identifies dependencies, configurations, and conducts tests and validations on Treasury models.
• Defines ALM system requirements, including configuration and testing.
• Delivers changes to configurations and models as per requirements.
• Promotes continuous innovation and improvement.
• Interprets system outputs and prepares analysis and reports.