Description
QRM Subject Matter Expert with profound ALM knowledge wanted for our Zurich based client in the banking sector.Your experience/skills:
- Working experience in QRM implementation and configuration, especially NMP and NIBAL positioning in QRM
- Good understanding of core banking book products, such as deposits, loans and hedging instruments as well as behavioral modelling, in particular for NMP deposits, IRRBB requirements and Earnings-at Risk
- Know-how of accounting along with market data and products valuation
- Knowledge of FTP concepts, ALM and replication
- Ability to manage inputs and requirements from other departments
- Languages: fluent English both written and spoken
Your tasks:
- Configuring of QRM and supporting the delivery of FINMA regulatory commitment
- Contributing to the IRRBB project and ensuring regulatory compliance
- Developing and implementing structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics on the bank's assets and liability positions
- Optimising and positioning of NMP and NIBAL in QRM
- Designing of NMP Positioning as well as NII planning in QRM
Start:
Duration: 10MM+
Location: Zurich, Switzerland
Ref.Nr.: BH12373
Does this sound like an interesting and challenging opportunity to you? Then take the next step by sending us your CV as a Word document and a contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile…
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more