Description
We are currently hiring a Central Functions Lead/Senior Business Analyst to work on a QRM programme for a Top Banking organisation based in London.
Key Accountabilities:
The objective of the QRM programme in the current phase is to deliver:
- Interest Rate Risk within the Banking Book (including Structural Risk and Basis Risk)
- Internal and external reporting for Interest Rate Risk in the Banking Book
- Model coverage for the entire Banking Book incorporating all relevant legal entities, clusters and businesses
- Work with cluster leads to ensure that clusters provide a fully supported, operationally ready data solution that delivers transaction level data which is transformed into a format that is 'QRM Ready' & passes the group staging data validation
- Ensure that quality data make it into QRM & that data extracts are reconciled to the general ledger as part of data sourcing as well as ensuring a robust reconciliation process is set up going forward in BAU
- Ensure that the data solution is 'fit for purpose' for BAU
Key Requirements:
- Experience of Treasury, Market Risk or Hedge accounting function
- Experience of data driven projects
- Market Data experience: consumption by risk and Front Office functions
- Previous big 4 audit experience preferable
If you believe you have the skill set and experience required for this role then do not hesitate to contact me directly: (see below)
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.