Interest Rate Risk Management Specialist

4 days ago


London, Greater London, United Kingdom Luxoft Full time
Job Description:
We are seeking an experienced Interest Rate Risk Management Specialist to join our team in London. The ideal candidate will bring extensive expertise in interest rate risk management, banking and Treasury applications, and have a strong background in data analysis, SQL, and stakeholder engagement. This role involves working on complex technical projects, performing data mapping for risk modeling platforms, and collaborating closely with stakeholders to ensure successful delivery.

In this challenging position, you will lead and manage processes, models, and methodologies related to interest rate risk management within the organization, ensuring alignment with industry standards and regulatory requirements. You will drive technical projects that involve complex data analysis and ensure accurate design, documentation, and implementation of data mapping requirements for risk modeling platforms. Additionally, you will act as a business analyst for Treasury and banking applications, participating in end-to-end testing, and providing sign-off to ensure project milestones are met.

Key responsibilities include:
  1. Interest Rate Risk Management: Develop and implement strategies to mitigate interest rate risks across various asset classes, ensuring compliance with regulatory requirements.
  2. Data Analysis and Mapping: Design and deliver complex data analysis projects using SQL, identifying trends, and optimizing data preparation and analysis.
  3. Business Analysis and Stakeholder Engagement: Collaborate with stakeholders to gather requirements, develop solutions, and implement changes to Treasury and banking applications.

Requirements:
To succeed in this role, you must have a minimum of 10 years of experience in interest rate risk management or a related field. Strong SQL skills are essential for data analysis and manipulation, and you should have a deep understanding of interest rate risk models, processes, and methodologies. Proven track record in delivering technical projects involving complex data analysis, design, and documentation is also required. Experience as a business analyst within banking or Treasury, with the ability to support testing and quality assurance, is highly desirable. Familiarity with a wide range of asset classes in a banking or financial services setting and excellent stakeholder management skills are also essential.

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