Business Analyst - Risk Manager

For our client in Zurich, Harvey Nash is looking for a competent ... Senior Business Analyst - Credit Risk Tasks. SME requirement with specialist knowledge of IRRBB and QRM platform, to work on the hands on configuration of QRM and support the delivery of FINMA regulatory commitment due Dec 2017. Responsible to contribute to the IRRBB project that needs to ensure regulatory compliance. Developing and implementing structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics for the bank assets and liabilities. Defining requirements in the Management Repository QRM Requirement. Previous experience in QRM implementation/configuration. Knowledge of core banking book products (loans, deposits and hedging instruments) and behavioural modelling (in particular for NMP deposits), IRRBB requirements and earnings at Ris. Knowledge of ALM, replication and FTP concepts. (Basic) knowledge of accounting, familiarity with market data and products valuation Our client offers a dynamic environment and exciting projects where you can further grow. We look forward to your online application.