Description
QRM Modeller - Banking - London - £600 per day
A leading UK retail bank requires a QRM Modeller to join their team in London.
You will be accountable for analysis and reporting across the business using the QRM balance sheet management system. Specifically you will be responsible for delivering Balance Sheet Management and Funds Transfer Pricing and Interest Rate Risk.
To be considered you must have the following key skills and experience:
- Degree in a Maths based discipline eg Engineering, Economics, Statistics
- Experience working within and BSM/ALM function or with BSM/ALM systems in a commercial, retail, or investment bank
- Extensive experience utilising QRM model for Earnings at Risk, Value at Risk, Funds Transfer Pricing, Duration of Equity, and Margin Forecasting analyses.
- Knowledge of ALM/FTP best practices gained through recent work experience in Management Consulting or Investment Banking FIG
- Strong working knowledge of Microsoft Office applications, expert Excel user
- Excellent numeric ability
- Strong presentation skills and ability to present to senior management
Ideally you will have a masters degree or professional qualification for example ACA, CFA, MBA and you will be experience developing presentations/pitch books for investment bank clients, rating agencies, or investors.
Please submit your CV to be considered.
We will contact you within 72 hours if your skills are relevant to our client's requirement.
EA Consulting Group is acting as an Employment Business for this role under the CEAEBR 2003.