Description

Key Responsibilities

Support and enhance application with a primary focus on Interest Rate Risk in the Banking Book (IRRBB) analysis, assumptions, and reporting

Analyse banking and treasury products including mortgages, loans, bonds, swaps, and derivatives, covering repricing, optionality, and behavioural assumptions

Support hedge accounting requirements, ensuring alignment between ALM outputs, hedging strategies, and accounting treatment

Translate Treasury, ALM, and hedge accounting requirements into functional and data specifications

Perform data analysis, reconciliation, and controls using advanced SQL

Support system changes, UAT, model updates, and regulatory initiatives

Collaborate with stakeholders across Treasury, Finance, Risk, and Technology

Use AI / GenAI tools for requirements drafting, SQL analysis, testing, and productivity

Essential Skills & Experience

Minimum 8 years of experience as a Data Analyst / Business Analyst in banking or financial services

Strong knowledge of Treasury, ALM, BSM, and balance sheet management

Good understanding of hedge accounting principles and Treasury interactions

Hands-on understanding of mortgages and other financial products including loans, bonds, swaps, and derivatives

Excellent SQL skills (complex queries, data validation, reconciliation)

Experience working with Treasury ALM / BSM platforms

Regular use of AI tools in day-to-day professional work

Knowledge of SQL, Tableau, Python, or advanced analytics tools

Key Skills

Education

Bachelor's degree