Required skills
- ALM
- Deposit Modelling
- Pricing
- Treasury
- IRRBB
- EVE
- NII
- Non-Maturity Deposits
- Interest Rate Risk
- Liquidity Risk
- Funds Transfer Pricing (FTP)
- Scenario Testing
Nice to have:Deposit BetaPrice ElasticityConditions ControlALCOCFOCRO
Languages: German
Job description
Seeking a Senior Expert in ALM, Deposit Modelling & Pricing for a project focused on the automatic shifting of customer deposits.
Project overview
Project: Senior Expert ALM, Deposit Modelling & Pricing
Requirements
Ideally experience with ALCO/CFO/CRO/Treasury
Topic: Automatically shifting customer deposits
- At least several years of operational banking/consulting experience in Treasury or ALM
- IRRBB / EVE / NII
- Modelling of Non-Maturity Deposits / sight deposits
- Interest rate fixation or replication portfolio
- Liquidity and interest rate risk
- Funds Transfer Pricing (FTP)
- Scenario and stress tests
- Ideally deposit beta / price elasticity / conditions control
Project details
- Start: 2026-12
- Duration: 2 Monate
- Remote: hybrid
- Location: Süddeutschland, DE
- Languages: German
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