IRR QRM Analyst

New Yesterday

Description Financial risk professional with a deep understanding of asset and liability management concepts, strong technical skills on data management and extensive xp 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. Bachelors degree in Finance, Economics, Risk Management, Computer Science, Mathematics or a related quantitative field. A Masters degree is preferred Minimum of 7+ years of overall Treasury or ALM xp in a medium to large size bank, preferably as a consultant, and 5+ years of hands-on xp 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 base and stress scenarios, and measuring and monitoring IRR metrics xp with database management, stored procedures and performance tuning Ability to translate business and regulatory requireme...
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Location:
London
Job Type:
FullTime
Category:
Management & Consultancy

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