Prior experience must include three 3 years with Masters OR five 5 years with Bachelors with working with financial securities and derivatives including bonds, interest rate swaps, and foreign exchange products; developing or working with quantitative analysts to develop and maintain financial models; calculating and interpreting interest rate risk metrics, including DV01 Dollar Value of 1 Basis Point, EVE Economic Value of Equity, and NII Net Interest Income; calculating and reporting IRRBB Interest Rate Risk in the Banking Book metrics; working in either a firstline Trading or secondline Market Risk role in risk management and mitigation; working with ALM Asset Liability Management and FTP Funds Transfer Pricing concepts and practices; working with global teams and coordinating a diverse group of internal and external stakeholders across multiple time zones; preparing and delivering presentations to senior management and regulators; and managing projects with multiple business stakeholders internal and external.
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