QRM Analyst, Developer, Configuration, Market Risk, ALM

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

For a Multi-National Bank based in Amsterdam we are looking for a experienced QRM Analyst who will build behavioral models within QRM to support forecasting, interest rate risk, liquidity risk modelling and stress testing.

QRM Experience

*High level of knowledge of the QRM application
*Good experience in configuring and executing analysis activities in QRM
*Solid experience in analysing the outputs of QRM
*Can produce a letter from QRM that shows the working relationship with the QRM team

Business knowledge/experience
*Experience with and knowledge of Asset & Liability Management and Treasury concepts ( at least 3 years of experience in a comparable financial institution)
*Sound knowledge of financial instruments (Cash instruments, OTC derivatives, etc.)
*Knowledge and experience in interest rate risk management, liquidity risk management and hedge accounting

General skills/knowledge
*Requirements elicitation, documentation and management
*Requirements modelling
*Stakeholder management
*Data analysis with SQL
*Business acceptance testing