We are looking for a QRM Modeller for our client, one of the leading financial services companies in the UK, for a permanent role. The role is based in London and working in a hybrid way.
You'll be focusing on gathering and understanding ALM and Risk requirements and how to best model these in QRM for risk management. You should have a broad understanding of ALM and Risk management practices and detailed and hands-on knowledge of how to implement change within the QRM model.
- Have an understanding of development requirements and how these would be carries out in QRM
- Work with the Project and Delivery managers, the Operations team and key Stakeholders and other departments
- Work on the development of the QRM model
- Test changes to the model and work with stakeholders
- Work with the existing model team members to build up knowledge of the QRM model within the team
- Keep documentation of the QRM model up-to-date
- Knowledge and experience of QRM models and ability to make complex changes to QRM models
- SQL knowledge
- Understanding of Interest Rate Risk in the Banking Book (AEaR, EVE, VaR)
- Knowledge of products and services offered by major banks, the inherent risks and how to mitigate them
- Great to have technical knowledge of Treasury or Risk functions in a bank
- Experience of the risk management activities of Treasury and/or Balance Sheet Management function
- Numeric and analytical skills
We are waiting for your application, and you can email me directly at: email@example.com