review and understand our banking book balance sheet; understand the businesses and how those businesses impact our interest rate risk position prepare earnings-at-risk and interest rate risk reports; participate in all relevant collection exercises from regulators; use technology to automate tasks
a university degree in finance or a quantitative-related field; proven ability in programming (eg, C/C++) or scripting (eg, Python) for application development; experience in a data-driven industry, in a quantitative analysis function would be considered a strong asset; hands-on experience in risk management and in Big Data tools and platforms a big plus; fluent in English
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