Description
Job Function
Senior ALM Business Analyst/QRM Expert
Industry
Banking
Employment Type
Full-time (36/40 hours)
What are we looking for?
We are looking for an Asset & Liability Management (ALM) professional who has extensive experience with the system QRM.
Your work environment
One of the most important programs within the bank is the standardization of the Interest Rate Risk calculations in the Banking book (both forecast & valuation). For this we use the Quantitative Risk Management (QRM)-tool as a target platform to comply with IRRBB regulations. The program consists of several teams (squads) which all work closely together towards the ultimate goal of setting up one global QRM standard.
The ALM Business analyst role
You will be a Senior Business Analyst working in the Life Cycle Management team. This team is owner of the new QRM standard and the entire process around it.
You will act as CRM "Country Relationship Manager" between the Risk and Finance departments all over the world and the other squads in the tribe (Country implementation and Functional Development). We operate in sub-teams and use the Agile way of working; which means you must be both flexible and a team player.
In the role of ALM Business analyst you will be acquired to quickly understand complex processes and interest rate risk analyses. You are familiar with the configuration of QRM and with SQL. The QRM tool is used for Net Interest Income (NII) forecasting, valuation and replication (ie hedging). Next to the QRM tool we are responsible for managing data transformations and the setup of a robust ALM reporting framework.
Your profile
- Team player
- Experience with ALM; Interest Rate & Liquidity Risk Management
- Experience with QRM and SQL (development or configuration)
- You enjoy working in an international team and environment
- You like to work with a diverse group of stakeholders
- You are pro-active and eager to learn
- Project experience is preferred
- Specific banking experience (ALM, Risk, Modelling, Data mngt, Reporting, IT) is preferred
- Experience in Agile (Scrum) way of working is preferred
What do we offer?
Working within a big bank means you get a lot of opportunities to develop yourself and work with lots of interesting people. The projects you are working on will be part of one of the most important worldwide programs currently on the way. Also, you get all the opportunities and independence to develop yourself as a specialist. We offer a competitive salary and an attractive package of employer benefits.