Description
QRM Delivery Lead/Contract/6 months/£600-£650
Leading Global bank is searching for a Quantitative Risk Manager to join their Treasury team.
The purpose of this role is to lead the implementation of the QRM model and to coordinate with modellers within the overall QRM Programme for France and Italy.
Responsibilities:
- Work closely with in-country Product and Finance teams to obtain detailed knowledge of products to ensure product characteristics can be effectively modelled.
- Provide SME resource to data teams as key contact on all issues with modelling requirements.
- Work closely with in-country teams to produce current state analysis including business requirements to meet local reporting requirements.
- Liase closely with GMR to ensure model sign off.
Requirements:
-ALM experience, preferably with QRM modelling, Interest Rates Risk.
-Extensive knowledge of retail products
-Strong interpersonal skills, capable of working within a Matrix environment
-Delivery focussed