Description
QRM Specialist
We are currently looking to hire a QRM specialist to work for a retail bank in the city. We are looking for a QRM specialist who can development a number of liquidity frameworks as well as complete an Interest Rate Risk Framework.
QRM specialist responsibilities include;
- Improving the current mortgages IRRBB model in development, both in QRM as well methodological approach taken.
- Enhance liquidity reporting and forecasting.
- Production of key liquidity metrics in QRM together with the operational process design and facilitation.
- Support other members of the Treasury team in relation to QRM best practices in their corresponding area, including but not limited to FTP, new products and QRM Model.
- Ensure liquidity frameworks being implemented and developed are in line with the regulatory requirements and best industry practices.
QRM specialist Skillset/Experience;
- Treasury, Quantitative or Finance qualification.
- Highly developed practical experience of using QRM as an expert user in all areas.
- In depth understanding of mortgages IRR
- Ability to fine tune and create new strategy within QRM (ie rolling forward of balances or changing of bottom up growth/reinvestment decisions).
- QRM model building experience including: creating reporting tree's, creating global custom reporting dimensions, setting up new strategy, creating planning periodicities to link to new strategy, defining property sets, configuring strategy, assumption sets stress testing.
- Experience in developing and implementing modelling solutions independently and working with multiple stakeholders.