Description
QRM Analyst - Banking - London - ContractOverall Job Purpose
Within Project Mercury the job holder will be accountable for aspects of the design, build and test of the QRM balance sheet management system. The objectives of the QRM programme in the current phase is to deliver:
- Interest Rate Risk within the Banking Book (including Structural Risk and Basis Risk).
- Internal and external reporting for Interest Rate Risk in the Banking Book.
- Model coverage for the entire Banking Book incorporating all relevant legal entities, clusters and businesses including Barclays Treasury.
Specifically the incumbent will be involved in the following areas of work:
Model Design
Ensuring that existing QRM design documents meet current requirements and propose changes where needed. Ensure that QRM is configured correctly so that a single consolidated model will deliver to business requirements.
Ensure that Design proposals are of a high quality which will enable them to be presented to the relevant project forums, and to be able to be presented to the Executive Steering Committee when required.
Model Build
Build out in QRM using the existing technical documentation so that Phase 1build meets the planned delivery of Interest Rate Risk in the Banking Book.
Model Testing
Model test the QRM build using sample data and full file data. Analyse output and compare against existing files, reports and other validation models. A significant element of this work will be to understand and explain the reasons for variances between QRM and the comparison reports.
If you believe you are a good fit for the role please reply with an updated c.v.