Asset Liability Analyst
4 days ago
About the Role
We are seeking a highly skilled Business Analyst to join our ALM team. As a Business Analyst, you will play a key role in supporting the development of the ALM platform and investigating issues related to QRM.
Key Responsibilities
- You will provide second-line support for monthly processes.
- You will investigate queries from ING entities and recommend solutions.
- You will implement location-specific requirements onto QRM, providing descriptions of changes and test evidence.
- You will ensure the accuracy of IRRBB metrics.
- You will foster automation of existing processes.
Requirements
- You have strong knowledge of risk management methodology.
- You can break down NPV and NII measures into risk factors.
- You have 3+ years of experience within ALM and/or Interest Rate Risk Management.
- You have good working knowledge of ALM software (e.g., QRM, Fusion Risk, OneSumX, Moody's Analytics).
- You are knowledgeable about approaches to model banking book products (mortgages, savings, current accounts).
- You have experience with SQL, Power BI, and VBA.
- You possess IT affinity.
- Experience in Agile (Scrum) way of working is preferred.
- You have strong communication skills and can liaise with stakeholders like local risk management departments, finance, data teams, UAT teams, and model developers.
- You are a team player and problem-solver.
- You enjoy working in an international environment.
- You are proactive and eager to learn.
Qualifications
- You hold a Bachelor's or Master's degree in econometrics, mathematics, economics, or similar quantitative study.
- You have 5+ years of experience in the Finance industry (bank or insurance company).
- You have 5+ years of experience in Market Risk/Asset Liability Management.
- Certification is a plus (CFA level 1, FRM).
- You are highly proficient in English.
- You are willing to work in Makati City.
- You are willing to work in a hybrid setup (30% onsite).
- You are willing to be flexible with your shift (day/mid-shift).
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