Description
My client, a global retail bank, is looking to recruit an interim QRM specialist to joins its QRM balance sheet reporting team.
The job holder is accountable for analysis and reporting across the Group using the QRM balance sheet management system. Specifically the incumbent will be accountable for delivering balance sheet management, funds transfer pricing and interest rate risk.
The ideal candidate will have:
- Degree in a Maths based discipline eg Engineering, Economics, Statistics
- Significant progressive experience working within and BSM/ALM function or with BSM/ALM systems in a Tier 1 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
- Masters degree or professional qualification eg ACA, CFA, MBA
- Experience developing presentations/pitch books for investment bank clients, rating agencies, or investors
The role would suit someone with a strong QRM background with a deep understanding of FS so if you feel you have the relevant skills please let me know ASAP.
If you do not hear from us within 10 working days, please assume your application has been unsuccessful on this occasion. Should your background not be suitable for this role but we feel we can assist you in the future we will register your CV on our database. Please let us know if you do not wish us to retain your details.