QRM Experts in Treasury Risk Control (m/f) x2

BRINE SA places the customer needs firmly in the centre and offers a speedy and professional solution. We carefully select suitable consultants and IT-specialists on the basis of their qualification. We pay particular attention to their education, business and technical knowledge, professional experience, individual character and not least, personal preferences

We are looking for an individual as QRM EXPERTS IN TREASURY RISK CONTROL (M/F) X2

Task & Responsibilities:

- Help Setting up/be responsible for setting up configuration settings in QRM such as Yield Curves, Moving Averages, Client Rate Functions and WM R

Key deliverables of the project include

- Risk Control of the Banking Book: Group-wide balance sheet simulation of sensitivity to changing market conditions, incl. Net Interest Income (NII), Net Interest Margin (NIM), Economic Value of Equity (EVE), Economic Value Sensitivity (EVS). [End 2013]
- Strategic solution for the SNB Interest Rate Risk reporting in the Banking Book. [End

2013 track record required)
- Experienced in programming (eg VBA), be capable in abstract thinking,
- Background in Risk Management and/or Asset and Liability Management in large banks,
- Used to work in a concentrated manner
- Good English language skills.

Project start:

- Mid November

Duration:

- 3 months (possible extension)

Place of work:

- Zurich