Description
QRM Architect/QRM Implementation Specialist - NII Forecasting, Risk, Stress testing, QRM, Management.
One of our key banking clients are recruiting for a QRM Architect, specialising in the field of QRM Implementation to join them on a yearlong project.
Knowledge:
- In depth knowledge of the functioning of QRM and experience with implementations in QRM
- In depth knowledge of ALM Risk Management and how to perform ALM Risk Management from QRM
- Capabilities to share knowledge and educate the bank's staff in the use of QRM
- QRM experience
Competence:
- Technical QRM skills
- Analytical skills
- Coaching/educational skills
- Co-operative
Project:
Top-down NII Forecasting, at-Risk and Stress Testing in QRM (1 year)
The goal of the project is to implement NII Forecasting, NII-at-Risk and Stress test for the bank in QRM. This implies among others data collection for the full bank scope, modelling of relevant products and replication and forecasting and planning. The project consists of a conceptual definition phase (Q1), QRM conceptual implementation phase (Q2) and actual implementation (Q3). In Q4 test results are expected and fine-tuning of the implementation and documentation is to be delivered.
Tasks:
- Setup, together with the banks other staff, the implementation of NII forecasting, NII-at-Risk and Stress Testing in QRM.
- Provide advice on the capabilities of QRM and the most efficient implementation.
- Educate internal staff in the use of QRM