Interest Rate and Credit Spread Risks Manager > Joboolo FR :

We're Hiring:


Risk Modelling Expert – IRRBB / CSRBB / Liquidity Risk

Location:


Paris, France

Client:


Leading International Bank

Start Date:


September 2025

Contract Type:


€600

- €900 per day

We're supporting a major international bank in Paris on a high-impact regulatory review project and looking for experienced Risk Modelling Consultants with deep expertise in Interest Rate Risk (IRRBB), Credit Spread Risk (CSRBB), and Liquidity Risk.

Your Mission:

• Review and assess the bank’s risk identification, monitoring, and control framework for IRRBB, CSRBB, and Liquidity Risk


• Analyse risk strategy, hedging approach, and repricing profiles


• Evaluate measurement models, including behavioural assumptions and simulation techniques


• Ensure compliance with regulatory expectations and data quality controls


• Draft insightful inspection reports with clear findings and recommendations


• Use a range of techniques including interviews, testing, data validation, and independent quantification

What We’re Looking For:

• Expertise in IRRBB and/or Liquidity Risk modelling methods


• Experience designing or implementing IRRBB-related models


• Strong grasp of quantitative risk and banking-related accounting principles


• Prior involvement in regulatory inspections or supervisory reviews is a plus

If you're an experienced risk professional ready for your next contract role in Paris this September, we’d love to hear from you.

• Apply now or reach out for more information.