Description
QRM Business Analyst - Banking Contract LondonWithin the QRM project 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 Treasury.
Essential Requirements
- Experience of analysis within a Card business.
- Significant progressive experience working within a BSM/ALM function
- Knowledge of ALM/FTP best practices.
- Degree or professional qualification e.g. ACA, CFA, MBA, MCT
- Experience in prior QRM implementations.
- Experience utilising QRM model for Interest Rate Risk.
- Flexible approach to work, able to play key role within a small, high calibre function.
If you believe you are a good fit for this role please reply with an updated c.v.
Many thanks.