Description
My client, a global investment bank, is looking for a QRM/ALM Business Analyst.
Role Summary
- Drive the analysis and implementation of a robust Data Infrastructure to support the Group's approved Interest Rate Risk Management tool
- Quantitative Risk Management (QRM) in the UK.
Key Skills
- Experience with QRM or interest rate risk projects.
- Conduct detailed survey of existing QRM data sources.
- Ensure completeness of data for managing Interest Rate Risk eg capture of fixed rate deposit maturity dates, capture of re-pricing interval and floating rate market index for swaps.
- Examine alternative data sources eg for GALM and MBI.
- Standardise data feeds with a view to data off shoring.
- Investigate appropriate QRM data.
- Establish SLAs for data delivery where appropriate - in terms of time and quality of feeds.
- Offshore all data processes up to the delivery to TDM with month-on-month variance explained.