Treasury IRRBB, FTP & Automation Associate

Responsibilities

• Drive daily IRRBB risk reviews and validate deposit interest rate risk modeling assumptions
• Build reports, dashboards, and tools that improve IRRBB and FTP analysis, transparency, and speed
• Develop and refine FTP methodologies, including curve calibrations, liquidity premiums, and behavioral assumptions
• Produce ad hoc analytics and executive-ready materials to support senior decision-making
• Partner with Treasury, Risk, Quant Research, and business teams across regions to refine assumptions and methodologies
• Own BAU processes, manage requests, and support governance, audit, and regulatory inquiries with clear documentation

Requirements

• Bachelor’s degree in Finance, Economics, or a related field
• Experience designing or implementing automation for analytics or reporting, ideally with Excel/VBA or Python
• Strong analytical and problem-solving skills with the ability to interpret data and draw defensible conclusions
• Proficiency in Excel, PowerPoint, and Word
• Familiarity with interest rate risk, balance sheet, and liquidity concepts
• Strong communication skills, attention to detail, and a control mindset

Preferred Qualifications

• Hands-on experience with IRRBB or deposit liquidity modeling
• Exposure to FTP frameworks, curve construction, liquidity premium allocation, or SVA analysis
• Experience building dashboards or analytics in BI tools or Python data stacks
• Prior collaboration with Treasury, Risk, or Quant teams on model development or assumption setting
• Experience supporting audits, model governance, or regulatory requests