Quantitative risk Management (QRM) Analyst

Description

Quantitative risk Management (QRM) Analyst - 6 months Rolling - Amsterdam, The Netherlands

The Client:-

A large scale consultancy (FTSE 500) is currently looking for an experienced Quantitative risk Management (QRM) Analyst to work on varies program of work implementing QRM/ALM Liquidity for initially 6 months rolling contract in Amsterdam, The Netherlands .

Role:-

This position is for an experienced Quantitative risk Management (QRM) Analyst who will build behavioral models within QRM to support forecasting, interest rate risk, liquidity risk modelling and stress testing.

Skills required:

QRM knowledge/experience
High level of knowledge of the QRM application
Good experience in configuring and executing analysis activities in QRM
Solid experience in analysing the outputs of QRM
Can produce a letter from QRM that shows the working relationship with the QRM team

Business knowledge/experience
Experience with and knowledge of Asset & Liability Management (ALM) and Treasury concepts
Sound knowledge of financial instruments (Cash instruments, OTC derivatives, etc.)
Knowledge and experience in interest rate risk management, liquidity risk management and hedge accounting

General skills/knowledge
Requirements elicitation, documentation and management
Requirements modelling
Stakeholder management
Data analysis with SQL
Business acceptance testing

Required
SQL
MS Office

Rate Up to euro1100/day for the right candidate

Please forward your CV for immediate interviews 

Keywords: Quantitative risk Management, QMR, Risk, Liquidity, implementation, Regulatory reporting, Profitability & Funds Transfer Pricing, Basel, Basel III, Asset & Liability Management (ALM) and Treasury concepts