ALM Regulatory Analyst

ALM Regulatory Analyst, Regulations, Policy, Market Risk, ALM, and Asset Liability Management

We are looking for a high ALM Business Analyst with experience with the review of regulations and policy in the area of Asset and Liability management

Job description & deliverables:
*Provides content knowledge and subject matter expertise of regulations in Asset and Liability management to the Market Risk Management department.
*Interprets regulations and assists business in understanding the required policy, process, and solution to achieve compliance
*Translates regulatory requirements into specific scope of work for implementation
*Prepares management summaries of these regulatory requirements.
*Provides an expert opinion as to whether planned action will fulfil regulatory requirements.
*Provides input to policy, process and system changes necessary to fulfil ALM regulatory requirements.
*Provides guidance on current industry best practice approaches to complying with ALM regulations
*Reviews relevant regulation (EBA, DNB, etc) relating to Asset & Liability Management, including Interest Rate Risk in the Banking Book and Liquidity Risk.
*Facilitates reviews of compliance with regulation (gap analysis, expert opinion on level of compliance), and develop requirements for associated projects.

Business Knowledge:
*Experience with the review of regulations and policy, specifically in the area of Asset and Liability management.
*Experience in writing risk policies for ALM (including interest rate risk and liquidity risk).
*Defining high level requirements for compliance with policy and regulations.
*Recent experience (5+ years) in Business Analyst roles with regulation and policy business and technical components.
*Education (at least degree level) in relevant area.
*Excellent business writing skills (in English).
*Analytical and familiar with best practice risk management for ALM liquidity and interest rate risk.