Description
Governance Manager-Interest Rate Risk-Quantitative-ALM/FTP-Banking-£/day
An excellent opportunity has for an experienced Governance Manager for a contract position for a top tier bank based in Canary Wharf paying up to £700/day for the right candidate.
You will accountable for delivering documentation to the independent validation unit for the implementation of the banks interest rate risk in the banking book model.
Skills/Experience:
- How QRM has been configured to manage and report IRRBB
- The intended use of QRM and comparison with existing models
- Data provision and processes
- Ensure key controls over the model are documented and evidenced
- Minimum of 10 years experience in a senior capacity within ALM, Structuring and product control
- Strong Quantitative knowledge of ALM methodology
- Funds Transfer pricing methodologies experience
- Knowledge of QRM
- Degree discipline should be in a financial/Mathematics/Economics or related subject
If you feel this role would be a good fit and you would like more information, then please come back to me with your updated CV and I will provide you with more information.