Description
The client has implemented a QRM system and there is a requirement to enhance the model.
The ideal candidate will have to:
- Calculate the forward product level Net Interest Income (NII) and Net Interest Margin (NIM).
- Provide an appropriate strategic solution to meet the annual stress testing requirements and reporting.
- Perform current state analysis for Financial Planning and Stress Testing
- Support the project to develop appropriate delivery plans, testing strategies and requirements
- Interface between with the business ALM modelling team and technical data SMEs
Ideal candidate skills:
- Qualified accountant with significant banking experience
- Clear understanding of financial planning particularly as it relates to the forecasting of Net Interest Income and Net Interest Margin ideally gained within a Central or Treasury planning role
- Strong understanding of General Banking Products (Mortgages, Savings, Current Accounts, overdrafts, fees, Cards, corporate loans, Asset Finance or similar) as well as knowledge of all major Treasury products (MM Loans, Deposits, Swaps, Bonds)
- Previous exposure to ALM or Liquidity projects is an advantage
For more details please send CVs.
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.