You will oversee the daily balance sheet risk management and optimization under the supervision of the Head of Balance Sheet Management (BSM). Your main responsibility will be to evaluate, quantify, and report on all balance sheet risks, with an emphasis on interest rates in the banking book (IRRBB). Additionally, you will strive to improve the present Asset and Liability Management (ALM) framework and support the creation and implementation of the Funds Transfer Pricing (FTP) framework.
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