ALM Business Analyst

Role Overview

We are seeking an experienced Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Domain Specialist to join our team in London. This role requires strong business analysis expertise with a focus on Group IRRBB modelling, alongside deep knowledge of Net Interest Income (NII) and Economic Value of Equity (EVE) calculations. The successful candidate will operate at a team lead level, working closely with quant analytics teams and key stakeholders to drive risk modelling initiatives and deliver regulatory compliance solutions.

Key Responsibilities

• Lead business analysis activities for Group IRRBB modelling projects.

• Partner with quantitative analytics teams to design, validate, and enhance risk models.

• Perform and review NII and EVE calculations to support ALM risk measurement and reporting.

• Translate complex regulatory requirements into functional and technical specifications.

• Liaise with stakeholders across Finance, Risk, and IT to ensure modelling objectives are met.

• Provide subject matter expertise in ALM/IRRBB best practices and regulatory expectations.

• Oversee project deliverables, ensuring high-quality documentation and timely completion.

Required Skills & Experience

• Proven experience in Asset Liability Management and IRRBB domain.

• Strong business analysis capabilities with experience in risk modelling projects.

• Hands-on expertise in NII and EVE risk metrics and calculations.

• Experience working closely with quantitative analytics teams.

• Solid understanding of regulatory frameworks and reporting requirements for IRRBB.

• Track record of working in financial institutions, ideally in a Group or global setting.

• Leadership experience, able to guide teams and manage deliverables.