ALM/QRM - Analyst/Consultant

ALM/QRM - ANALYST/CONSULTANt

A leading bank based in the city are currently looking to hire a consultant or business analyst with in depth knowledge of the following:

ALM, BALANCE SHEET ANALYSIS, QRM

Within Asset and Liability Management/Treasury (ALM/T) the Balance Sheet Management (BSM) department is responsible for managing the liquidity, capital and interest risk position. BSM also deals with/advices on the structure of the balance sheet and provides advice on transfer pricing.

Within BSM the Balance Sheet Analyses team focuses on analysing, reporting and steering of the different risks, with a strong emphasis on quantitative/analytical assessment of risks. BSA is also responsible for the proper functioning of QRM, a risk management tool to support these activities. This tool uses a number of interest and liquidity models.

YOUR ROLE:

As an ALM/T associate in our Balance Sheet Analyses team, you will measure, monitor and control the financial exposure of our bank and continue to develop and maintain the adequate functioning of the ALM management system. You will be exposed to a wide variety of strategic risk management issues.

Deliverables & Key activities

- Integrating and maintaining ALM/T systems in line with regulatory requirements. Main focus will be on supporting modelling development and implementing of models for interest rate risk management and liquidity management.
- Preparing periodic analyses and reports to support senior management decision taking proces.
- Ensuring regular measurement and assessment of balance sheet exposures, risk and results in the context of approved limits.
- Proposing protective/mitigating measures for market risk exposures on the banking book and assuring their implementation.
- Assessing and optimizing the analytical methods used for risk and balance sheet management, with a focus on realizing a good trade off between  risk and financial results.

YOUR PROFILE

Candidate should be a highly motivated individual with the following qualities:

- Strong quantitative and analytical skills. You should excel at disentangle complex issues and elaborate them at detailed level with logical reasoning and creative thinking. 
- Experience with model development, preferably a background in econometrics or mathematics.
- Good written and communication skills.
- Ability to work independent as well as acting as a teamplayer.
- Results oriented.