QRM SME

Edelway is a Services Consultancy based in Switzerland. For our client, a well renowned Swiss/International Bank located in the Zurich region, we are currently seeking an SME WITH DEEP KNOWLEDGE/EXPERIENCE IN THE IRRBB AND QRM PLATFORMS and EXPERIENCE having worked in rEGULATORY COMPLIANCE & RISK WITHIN A BANK OR FINANCIAL INSTITUTION.

THE ROLE:

You will be responsible to contribute to the IRRBB (BCBS 368) project that needs to ensure regulatory compliance by May 2019 (FINMA Requirement).

Key Tasks:

- Developing and implementing structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics on the bank's assets and liability positions, interest risks, earnings and other risk metrics.
- NMP Positioning Design
- NMP & NIBAL Optimization/Positioning in QRM
- NII Planning in QRM

THE PROFILE

- Previous EXPERIENCE IN QRM IMPLEMENTATION/CONFIGURATION - in particular NMP and NIBAL positioning in QRM
- Knowledge of core banking book products (loans, deposits and hedging instruments) and behavioural modelling (in particular for NMP deposits), IRRBB requirements and Earnings-at Risk
- Knowledge of ALM, replication and FTP concepts
- Basic knowledge of accounting, familiarity with market data and products valuation
- Understanding and management of inputs/requirements from other departments

If this sound like your next challenge please send me your updated CV (see below) or call me for more details.

PLEASE BE AWARE THAT FOR THIS POSITION WE CAN ONLY CONSIDER EU CANDIDATES OR CANDIDATES ALREADY LIVING IN SWITZERLAND AND HOLDING A VALID RESIDENCY PERMIT.