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
- 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.