Description
QRM Analyst
A leading UK Bank urgently requires a QRM Analyst for Maternity cover on an initial 6 month contract in Halifax.
The QRM Analyst will be supporting the design and build of funding and liquidity models across all divisions and ensure all profiles are accurately modelled in QRM for the Groups Balance Sheet. The ideal candidate will have Asset & Liability Management knowledge and experience.
Skills and responsibilities:
Strong experience of model development, reporting, validation and documentation
Understanding of NII simulation, Market Value, Value at Risk and Earnings at Risk
Previous use of QRM software to develop ALM models
Ensure models are implemented in a controlled environment
Build funding and liquidity models and undertake scenario analysis
If you are interested, or know someone who may be, please apply ASAP as interviews are to take place immediately.
PLEASE BE AWARE THIS ROLE IS BASED IN HALIFAX
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