About the Company: The client is a leading financial services consultancy operating across Europe, specializing in risk and compliance. Our expertise supports banking and financial institutions in navigating complex regulatory landscapes and optimizing risk management strategies. About the Role: We are seeking a Market Risk Manager with expertise in Interest Rate Risk in the Banking Book (IRRBB) to join our dynamic team. This role requires a strong quantitative background, fluency in Spanish and English, and a minimum of 3 years of experience in management consulting and/or banking. Responsibilities: Lead and deliver IRRBB-related risk management projects for banking clients, ensuring compliance with regulatory standards. Develop and implement models to measure and manage interest rate risk in the banking book. Provide strategic insights and recommendations to clients on risk mitigation and optimization strategies. Collaborate with multidisciplinary teams to design solutions tailored to client needs. Stay updated on regulatory developments related to IRRBB and advise clients on their implications. Prepare detailed reports, presentations, and documentation for clients and stakeholders. Qualifications: A quantitative degree in finance, mathematics, statistics, or a related field. Fluency in Spanish and English (written and spoken). A minimum of 3 years of experience in management consulting and/or banking, with a focus on risk management. Strong understanding of IRRBB frameworks, regulations, and methodologies. Proficiency in risk modeling tools and data analysis software. Excellent analytical, problem-solving, and communication skills. What We Offer: Competitive salary and benefits package. Opportunities to work on high-impact projects with leading financial institutions. Continuous professional development and training. A collaborative and supportive team environment. A remote-first work culture, offering flexibility to work from home. While remote working is the default, we encourage team members to come into the office once per week when possible to foster collaboration and engagement.