ALM Modeller, Banking, Leeds, £500

ALM Modeller, Banking, Leeds, QRM Modelling, £500 per day

A key banking client based in Leeds is looking for an ALM Modeller to start work immediately within their Asset and Liability team to work on a QRM implementation within Treasury. This position is a 4-month rolling contract listed at £500 per day. The candidate will have the following essential skills/experience:

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 exciting opportunity for a long-term position within a top bank. If you match the above criteria please apply ASAP as there are interview opportunities immediately.

KeyWords: ALM, Modeller, Modelling, Models, QRM, Design, Validation, Retail, Building Society, Marke, Liquidity, Risk, Interest Rates, Banking Book, Asset Liability Management, Leeds, Banking, Bank, IR, Pricing, Swaps, Caps, FloorsTo find out more about Orgtel please visit www.orgtel.com