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QRM Modeller

  • Location: United Kingdom
  • Salary: Negotiable
  • Job Type:Permanent

Posted 15 days ago

  • Sector: Data
  • Contact Email: tamara.lazic@nicollcurtin.com
  • Applications open: 12 January 2023
  • Application deadline: 11 February 2023
  • Job Ref: JN -012023-44640

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.

Requirements:


  • 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


Skills:


  • 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: tamara.lazic@nicollcurtin.com