IRR QRM Analyst

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 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 QRMs 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 Treasury QRM ALM SQL ETL SAS Interest rate risk EVE NII FTP DATABASE MANAGEMENT EBA Project Manager

Job Title:

IRR QRM Analyst

Location:

London, UK 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.

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