Description
Job description:
Financial risk professional with a deep understanding of asset and liability management
concepts, strong technical skills on data management and extensive experience
developing, testing, implementing and using the QRM framework for risk modeling and
analysis, in particular related to EBA guidelines. The ideal candidate will have a proven
track record of successfully developing, testing and implementing risk modeling in QRM
to address regulatory requirements in every segment of the banking book for a large
bank under aggressive timelines, preferably as a consultant while working with
multidisciplinary teams and driving stakeholder collaboration.
Additional Skills:
• Bachelor’s degree in Finance, Economics, Risk Management, Computer Science,
Mathematics or a related quantitative field. A Master’s degree is preferred
• Minimum of 7+ years of overall Treasury or ALM experience in a medium to large size
bank, preferably as a consultant, and 5+ years of hands-on experience developing and
implementing ALM and interest rate risk solutions in QRM, preferably as a consultant
• Advanced proficiency in Microsoft Excel and proficiency in data analysis tools like
SQL, ETL and SAS for data manipulation and independent analysis
• Strong understanding of ALM concepts, including financial instruments, balance
sheet structure, segmentation, behavioral modeling of assets and liabilities, planning
strategies, off-balance sheet structure, hedging strategies, FTP, interest rate risk, EVE
and NII sensitivities under static and dynamic base and stress scenarios, and
measuring and monitoring IRR metrics
• experience with database management, stored procedures and performance tuning
• Ability to translate business and regulatory requirements into efficient solutions in the
QRM framework
• Familiarity with relevant regulatory guidelines, in particular Basel III and EBA IRR
guidelines, and ability to ensure that QRM’s outputs remain compliant
• Strong analytical thinking and problem-solving skills, attention to detail and excellent
written and oral communication skills to collaborate effectively with multidisciplinary
teams
• Self-starter with the ability to work independently on complex tasks
• Robust project management skills
Skills
1. QRM
2. ALM
3. Treasury
4. Basel
Job Title: QRM Interest Rate Risk Analyst
Location: London, UK
Rate/Salary: - GBP Daily
Job Type: Contract
Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands.