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Interest Rate Risk In The Banking Book

1 month ago

Dublin, Dublin City, Ireland Bank Of Ireland Group Full time
What is the opportunity This is a unique opportunity to join a dynamic, high-performing technical team within financial risk unit, at a time of significant transformation in the IRRBB and ALM regulatory landscape.

You will operate at the centre of the Group's IRRBB risk oversight and strategy, working closely with 1 LOD and other risk teams to ensure risk informed decision making, regulatory compliance, and effective structural risk positioning.

In this role you will: Review and challenge IRRBB risk frameworks, assumptions, models and strategies across Group Treasury and ALM Support the development and oversight of structural hedge strategies Provide 2 LOD oversight of IRRBB measurement tools, including EVE and NII sensitivity, CSRBB models Assist in enhancing the Group's second line IRRBB oversight across behavioural assumptions, modelling standards and stress testing practices Contribute as 2 LOD to Group-wide regulatory submissions, such as ICAAP and Market Risk Pillar 2 assessments, IRRBB Reporting Collaborate on the development of the Group's ALM systems and modelling infrastructure Liaise with business units and risk teams to assess the IRRBB implications of product design, strategy and changes in balance sheet composition Drive enhancements to governance, controls, and reporting within the IRRBB risk Member of and contributor to the Free Funds WG and BSSRC (Balance Sheet Structural Risk Committee) What will make you stand out? 8+ years of relevant experience in banking, risk, or treasury Deep knowledge of interest rate risk in the banking book (IRRBB), ALM and structural hedging practices Proven understanding of behavioural modelling, risk metrics (EVE, NII), and stress testing approaches Strong working knowledge of regulatory expectations under Basel and EBA guidelines for IRRBB and CSRBB Experience in ICAAP, ILAAP and capital adequacy frameworks Understanding of ALM systems and tools (e.g.

QRM, SS&C, Risk Pro, etc.) Familiarity with risk modelling and financial mathematics Essential Qualifications No essential qualifications More about the team Group Market Capital & Liquidity Risk Group Market, Capital and Liquidity Risk (GMCLR) is responsible for ensuring that the Group identifies, understands, and accurately measures the capital adequacy, market and liquidity risk to which it is exposed.

The function reports to the Chief Risk Officer and is tasked with maintaining a robust risk culture, in support of the Group's strategic goals, by ensuring that the appropriate structures, systems, policies and controls are in place to provide effective 2 Lo D management of market and liquidity risk.

Why work with us The Bank of Ireland company culture prioritises work-life balance with an opportunity for flexible working, along with 25 days annual leave and excellent pension contributions.

Family can mean different things to different people; we offer 6 months paid leave, an innovative fertility and surrogacy policy and working parent supports.

Your wellbeing is important to us; we have an employee assistance program and financial wellbeing coaches available.

We also encourage and support staff to pursue educational and professional qualifications to grow and enhance your career Key Competencies Manage Risk - Self Amplify Capability - People Manager Agile - People Manager Accountable - People Manager Champion Transformation - Self We're on a continuous journey to build an inclusive and diverse workplace.

We welcome applications from people of all backgrounds, lived experience, abilities and perspectives.

We provide reasonable accommodations at every stage of our recruitment process for disabilities, neurodivergence or medical conditions.

If you require an accommodation please complete this form and one of our recruitment team members will be in touch via email.

Any information provided will be treated as confidential within the recruitment team and used only for the purpose of determining and providing appropriate accommodations for the application and recruitment process.

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Benefits: Work From Home