Description
Interest Rate Risk Modelling Consultant - ALM/Liquidity/Capital
My leading Banking client is currently looking for an experienced IRR Modeller to join them on a contract basis to assist in maintaining the central Interest Rate Risk Model and Reporting functions.
As such the role will have the following responsibilities:
*Build/maintain models and scenarios ensuring they are both applicable accurate.
*Analysis of modelling behaviours
*Lead model review and audit processes
*Back test models to ensure accuracy with actual results - P&L verification
*Utilise QRM for identification and quantification of potential sources of Market Risk with balance sheet and then communicate these, potential impacts, and resolution options to management
As such candidates MUST be able to display the following skills and experiences:
*Extensive Interest Rate Risk Modelling experience
*Excellent understanding of IR Risk in the banking book
*Strong knowledge of ALM - systems and methodologies
*Good knowledge of Banking Risk, Liquidity and Capital Frameworks and current regulatory regimes/environments
*Excellent communication skills
*Experience of QRM (ideally) or Bancware is desirable
*Very strong Excel/SQL/Access experience
*Degree level qualified in a mathematical/quantitative subject as a minimum with an excellent numeric appreciation
The above roles are urgent requirements so please send your current CV ASAP as I am currently short listing.
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.