RRBB (Interest Rate Risk in Banking Book) project provides a framework to calculate NII (Net interest income) at risk and related figures. It further facilitates internal and regulatory reporting needs to achieve compliance with the FINMA regulations, based on BCBS 368 standards for Interest Rate Risk in the Banking Book.
The dept. is responsible for providing financial data for the whole bank.
IRRBB IT is responsible for leading and executing IT deliveries focused on ALM IRRBB Programme. IT team is developing and supporting ETL data delivery processes based on Oracle and Informatica.
Team: ALM IRRBB data delivery team is built around 9 core people currently located in Wroclaw Poland. Four of them are Oracle developers, three BA, scrum master and QA expert. We are looking to increase this number by one additional developer focusing on core technical capabilities of the system and a BA.