QRM Modeller/Manager

London  ‐ Onsite
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Description

Our leading banking client has an urgent need for a QRM Modeller/Manager to join their City of London office for an initial 6 month contract.

Reporting to the Senior Manager within QRM Management, the successful QRM Modeller will be responsible for developing the QRM model across various banking divisions for use in Asset & Liability Management

Experience Required (QRM Modeller):

* Experience in ALM products and how to develop and validate models

* Strong Treasury product knowledge - interest rates, NII, Earnings at Risk etc

* Retail Banking or Building Society background

* Good understanding of hedging market and liquidity risk

* Good understanding of interest rate risk for banking book products

* Experience of pricing interest rate swaps, caps, floors and swaptions

* Experience of QRM

This is an exceptional contract opportunity for an experienced QRM Modeller/Manager and is an urgent requirement. If you are interested please submit your CV for consideration ASAP.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice. By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.

Start date
ASAP
Duration
6 months
From
Aston Carter
Published at
14.10.2014
Project ID:
790727
Contract type
Freelance
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