Senior ALM / IRRBB Consultant – Paris
I’m currently looking for a Senior ALM / IRRBB Consultant for a 6-month contract supporting a major client in Paris.
Location: Paris – 3 days onsite / 2 days remote
Duration: 6 months
Languages: Fluent French and strong written/spoken English
Experience: 10+ years relevant experience
Key Responsibilities
- Support the preparation and production of EBA Stress Test (STEBA) exercises
- Work on NII / MNI projections under stress scenarios
- Prepare and populate EBA regulatory templates
- Analyse and implement remediation actions arising from previous stress tests
- Improve and adapt the IRRBB / stress-testing framework
- Increase data granularity and reliability within the analysis
- Strengthen production processes and controls
- Improve reconciliation with EBA IRRBB regulatory reporting
Key Expertise Required
- Strong ALM / Asset & Liability Management experience
- Strong knowledge of IRRBB
- Experience with IRRBB regulatory requirements and EBA Guidelines
- Proven experience with European EBA Stress Testing / STEBA
- Specific experience with NII / MNI stress testing
- Experience with interest-rate hedging and derivatives
- Strong understanding of banking regulatory reporting
- Senior-level experience within a banking environment
If you’re interested then please send me an email on [email protected] or apply here.