Senior Quantitative Consultant (ALM & Risk Analytics)

We are seeking an experienced Senior Quantitative Consultant with strong expertise in Asset Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), and risk analytics. The ideal candidate will have hands‑on experience in quantitative modeling, data analysis, and regulatory risk frameworks within the banking domain.

Key Responsibilities

• Develop, enhance, and maintain ALM and IRRBB models.
• Perform behavioral modeling for deposits and loan prepayments.
• Conduct interest rate sensitivity analysis (EVE / NII).
• Support liquidity risk analytics and balance sheet simulations.
• Extract, process, and analyze large datasets using SQL.
• Build, validate, and maintain statistical models using SAS.
• Prepare and maintain comprehensive model documentation.
• Support model governance, validation, and regulatory compliance processes.
• Collaborate with risk, finance, and business team...