ALM Business Analyst QRM, Configuration, Market Risk

ALM Business Analyst QRM, Configuration, Market Risk, ALM, and Asset Liability Management

We are looking for a high quality technical business analyst with experience in the use of QRM Configuration and Optimization.

Job description
*Reviews and assesses the current implementation of the QRM system.
*Identifies areas for optimization in the QRM system.
*Advises on best practice setup of QRM for ALM risk management (IRR and Liquidity) based on experience with the system in recent projects with major banks.
*Defines business requirements for implementing risk measurement and reporting within QRM.
*Supports in testing and review of changes made within QRM.
*Performs scenario analysis, investigates underlying data and configuration within the QRM system, and prepares reports and briefings.

Business Knowledge
*Experience of financial markets, ALM or Treasury. Knowledge of underlying processes and systems QRM with specific knowledge of the system (best practice configuration and use).
*Proven, current knowledge of market and liquidity risk processes (analysis, measurement and reporting).
*Recent experience (5+ years) in Business Analyst roles with business and technical components.
*Education (at least degree level) in relevant area.
*Excellent business writing skills (in English).

Technical skills/hard skills:
*Experience in the use, configuration and optimization of QRM software.
*Experience in investigating system setup, identifying problem areas/areas for optimization and defining business requirements.
*Experience in defining new reports within QRM.