ALM Modelling Consultant - ALM/QRM/Bancware

ALM Modelling Consultant - ALM/QRM/Bancware

I am currently looking to fill a number of Risk Modelling roles with a leading client of mine. The roles will help to provide IR Risk Modelling and Reporting expertise across the department, helping to develop and maintain Interest Rate Risk (Banking Book) models and reporting functions.

Candidates will be expected to build and maintain models/scenarios whilst ensuring accuracy and applicability, analyse behaviours used in modelling, back testing to ensure accuracy of models (eg PnL verification), and utilise QRM to identify potential risk.

In order to apply for this role, applicants should be able to meet the following skills/experience requirements:
*Strong knowledge of ALM systems (ideally QRM, however similar systems such as Bancware are fine) and methodologies.
*Good understanding of Interest Rate Risk
*Previous knowledge of banking Risk, Liquidity and Capital framework, and of Regulatory factors.
*High level of proficiency with Excel, Access, and SQL.
*Excellent numerical/mathematical background.

Although the above roles are urgent the client is keen to get the right people so is prepared to wait for notice periods to be served if needed. Please apply ASAP for more details.

Interquest Group PLC is acting as an Employment Business in relation to this vacancy.