Job description Posted 24 October 2022

IRRBB Architect HSBCJP00043672


Our client is a Global Corporate entity operation in 30+ territories.

and is engaged in a programme of work for uplifting capabilities relating to the management of Interest Rate Risk in the Banking Book and its impact on Net Interest Income (NII). Enhancements to our ability to measure, report in a timely manner and manage our IRRBB position are required across our estate and are being undertaken as part a Group Treasury programme.


 

Our Client already has IRRBB solutions and requires a Lead Architect to define the target state and transitions of the existing architecture to meet our new business objectives.

  • Accountable for overall design & integrity of set of platforms / applications to support IRRBB
  • Ensure solution designs reflect the needs of the enterprise and works closely with senior architects to ensure alignment with architectural strategy, standards and policies
  • Submit proposals to relevant design authorities to ensure deviations and key design decisions are approved
  • Work with Product Managers, Platform Architects and Technical Leads to turn overall business requirements into more detailed stories.
  • Oversee the delivery of architecture artefacts pertaining to IRRBB solutions
  • Engagement with delivery teams to ensure architecture is understood and implemented, providing necessary solution design guidance where required

 

Soft skills:

  • Strong experience of working with stakeholders across multiple disciplines; business analysts, product owners, testing teams and wider technical stakeholders demonstrating ability to interact with a broad cross-section of personnel to explain and embed the architecture
  • Ability to create clear, concise proposals for solutions and brokering agreement across multiple stakeholders
  • Demonstrates excellent situational awareness and ability to appropriately react to a changing landscape
  • Excellent problem solving capability
  • Ability to understand and further explain complex concepts
  • Ability to operate in areas of ambiguity
  • Excellent written and verbal communication skills as well as business acumen and a commercial outlook

 

 Technical Skills:

  • Solution architecture experience in defining solutions requiring integration of multiple applications or platforms
  • Practical experience of Architecting and deploying Model Development and Model Execution platforms at scale
  • Strong analytical skills and ability to solve complex problems at scale. 
  • Experience in an enterprise environment including an understanding of traditional processes and procedures and how they may impact a digital transformation
  • Experience of modern architecture applying focusing on data and process optimization. preferred platforms for analytics are centered on GCP, practical experience of this is an advantage.


Must Haves:

  • Interest rate risk
  • QRM quantitative risk management


Nice to Have:

  • Dynamic Modelling
  • Balanced Sheets
  • GCP


Additional Skills:

At least 10 years of relevant experience.


Experience of Treasury language and processes an advantage (Hedging, IRRBB, NII, Deposit Modelling)