Director Treasury Product Management IRRBB

Job Details

JOB PURPOSE:

To lead and manage the treasury Roadmap for the Regulatory, Liquidity and Interest Rate Risk in the Banking Book (IRRBB) systems, projects and product evolution, coordinating the transversal projects/initiatives including scoping, design, dependencies and risk management for multiple domains (example of Domains, Asset Liability Management (ALM) Desk, Model Risk Management (MRM), Finance, IRRBB, Central Treasury, Regulatory Process…) to ensure full system integration, business continuity and enablement.

Define the overall roadmap of the risk and regulatory product as well as projects and changes roadmap for given domains in order to identify areas of improvement and priorities.

Conduct evaluation of presented analysis of recommended business requirements for IRRBB and regulatory implementation/change initiatives to ensure full system integration and all requirements are clearly documented and signed off by the relevant business units .

Minimum Experience:

At least 9 years of experience in IRRBB and Regulatory financial markets industry with deep knowledge of Treasury and Banking products and processes related to IRRBB and Liquidity Management, experience of managing treasury regulatory and risk systems.

 Minimum Qualifications:

Bachelor’s Degree in Applied Finance, Mathematics, Computational Finance, Engineering or equivalent