Description
A Leading Financial Services Company, based in Halifax, are recruiting for a contractor who has experience of building and designing robust funding and liquidity models across all divisions so therefore an individual who has knowledge and experience in ALM and using QRM software.
Job Responsibilities
Working within a small specialist team to develop the modelling capability in QRM for identification, quantification of market and liquidity risk.
This involves identifying contractual terms and conditions for each product and then ensuring both the contractual and behavioural profiles are accurately modelled in QRM for the Group's Balance Sheet.
Design and Build robust funding and liquidity models across all Divisions, including the ability to undertake scenario analysis.
Ensure all model development is implemented in a controlled environment.
If this is of interest to you, please reply with a copy of your latest CV, and I will be in touch shortly.