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QRM Developer

  • location

    London

  • sector:

    Technology, Financial Services

  • job type:

    Contract

  • salary:

    £500 per day

  • Contact:

    Joe Davies

  • Email:

    joe.davies@orbisconsultants.com

  • published:

    3 months ago

  • expiry date:

    2020-02-12

  • Consultant:

    #

QRM Developer - London - around £500pd (12 months) - Financial Consultancy 

 

A global financial consultancy are looking for a QRM Developer to join their technology team in London. You will work within a cross-functional project team at top, global clients. 

 

You will take over delivery and team responsibility in various projects in banks and financial institutions.

 

This will be starting ASAP

 

Role:

  • Develop modelling in support of external IRRBB reporting 
  • Develop risk modelling in support of reporting and MI
  • Enhancement of ALM modelling and analysis methodology
  • Ensure that there is alignment between the ALM model and the financial planning process.
  • Ensure that updates for the QRM forecast and plans for assumptions are maintained and validated.

 

What you need:

  • Thorough knowledge of and experience of using QRM.
  • Experience in ALM products and how to develop and validate models
  • Good understanding of interest rate risk for banking book products
  • Strong Treasury product knowledge - interest rates, NII, Earnings at Risk etc
  • Good understanding of hedging market and liquidity risk
  • Experience of developing financial models.