Do you have an analytical mind? Are you an expert on interest rate risk, understand Asset Liability Management and Stress Testing? Are you comfortable working in a fast pace environment with important deadlines? We are looking for someone who can work collaboratively, who enjoys new challenges and who has the ability to manage multiple demands/projects. We are looking for someone like you to:

• Work in tandem with multiple teams across Treasury and Finance and run and execute Stress Testing Models (model changes, model performance and confirmation tests and validation/re-validation submissions, model assumptions, challenger models, etc.)
• Work with IT support in making sure that proper controls and the data is available in a timely fashion
• Work with the credit risk team, stress scenario team, database developers and business stakeholders to load large data sets into QRM
• Interface with stakeholders and internal partners in Treasury, ALM, and business units to update NII model and engage in various analytical modeling initiatives
• Ensure standardization and streamlining of processes and support of governance framework around the same
• Support the establishment and maintenance of a QRM framework for the reporting processes
• Execution of ad-hoc runs/projects and investigation and resolution of any identified issues
• Ensure documentation of controlled processes
• Execute tasks with a Treasury, and Risk Management mindset