Lead end-to-end preparation of the Bank’s U.S. Structural Interest Rate Risk (SIRR) report using BancWare, including data ingestion and validation, yield-curve construction and shock design, scenario execution, output reconciliation with front-office numbers, and production of regulator-ready templates and management commentary.
Produce a quarterly risk report that synthesizes BancWare outputs and peer/market analysis to highlight trends, drivers and emerging risks in the Bank’s balance sheet.
Develop and maintain automated production checks and exception-reporting that accelerate delivery while preserving accuracy and auditability.
Oversee monitoring and evaluation of structural limits and control metrics that provide governance over Treasury functions, and prepare supporting analysis for senior management and regulators.