You will work closely with the Head of BSR to revamp the capital and risk management frameworks, assess risk appetite, create robust monitoring and reporting systems, evaluate hedging strategies, and assist in the development of the updated Group-level ICAAP and ILAAP.

We are looking for professionals with significant experience in Liquidity, Capital, or IRRBB.

Key qualifications include:

• Over 7 years of experience in capital/liquidity risk consulting for banks, including exposure to Basel III reforms.
• Proven expertise in developing ICAAP/ILAAP documentation at the Group level, adhering to BCBS 424 standards.
• Deep understanding of Treasury products and hedging strategies.
• Proficiency with Treasury and risk management systems and tools (such as Murex, Calypso, QRM).
• Strong grasp of financial risk governance best practices and reporting requirements.
• A degree or Master's in Finance, Economics, or a related discipline.
• Professional certifications like FRM, PRM, or CFA are an added advantage.