Job Description
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 modelling and analysis, in particular related to EBA guidelines. The ideal candidate will have a proven track record of successfully developing, testing and implementing risk modelling 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 modelling 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
* QRM
* ALM
* Treasury
* Basel
Job Title: QRM Interest Rate Risk Analyst
Location: London, UK
Rate/Salary: .00 GBP Daily
Job Type: Contract
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