ALM (Asset and Liability Management) Analyst - Finance jobs in Malta - September 2024
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ALM (Asset and Liability Management) Analyst

MeDirect Bank Malta , Central Malta

Published on 05 Sep 2024

Expires in 50 days (06 Nov 2024)


The chosen candidate will become an integral part of our Asset and Liability Management (ALM) team within Finance function. Reporting to the Senior Manager – ALM, you will be responsible for calculating and developing IRRBB/CSRBB metrics, maintaining ALM models, and supporting the management of our bank’s IRRBB/CSRBB exposure.

Duties and responsibilities

  • Regular calculation and development of IRRBB/CSRBB metrics and reports
  • Development and maintenance of ALM models
  • Support management of the Bank’s IRRBB/CSRBB exposure including hedging activity
  • Support business decision making via various analysis, contribution to ALCO/Board presentations and documentation
  • Support in regular hedge accounting efficiency tests
  • Involvement in other activities related to ALM management

Required knowledge, skills and experience

  • Understanding of Treasury and Banking Book products and risks including derivatives
  • Understanding of regulatory framework related to IRRBB/CSRBB
  • Strong IT skills (VBA, Python, SQL)
  • Problem solving skills
  • Previous experience in Finance / Treasury /ALM would be considered as an asset


time
Full Time
Job Type
experience
Intermediate (1-3 years)
Experience Level
category
Finance
Category
industry
Banking
Industry


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