QRM Specialist

- Analyze, define and verify risk reporting in QRM (BPV per accounting category, Earnings at risk, Basis risk, etc.)
- Support the team where necessary to implement the risk reporting in QRM

PROJECT GOAL:

Implement the for MRMB relevant ILAAP requirements (CFP, RAS, Stress testing, etc) within our client.

PERSONALITY

- Analytical, conceptual, creative, critical mindset, high degree of autonomy
- Pragmatic in approach: flexible, with good judgment on required level of detail
- Socially intelligent and strong organizational sensitivity
- Self motivated and independent when necessary

KNOWLEDGE AND COMPLEXITY:

- Background in Market Risk management or Treasury for a large financial institution
- Strong content knowledge of the QRM analytical platform
- Experience with the implementation and validation of treasury risk reporting in QRM
- Project experience, ability to deliver progress reporting

KEY WORDS

- Risk Reporting (EAR, NPVAR, Basis risk, BPV), Market Risk Management, Treasury

TASKS:

- Analyze and define requirements for the relevant ILAAP implementation streams, such as Contingency funding plan, Risk appetite statements, Liquidity related stress testing scenario's
- Host workshops with all parties involved to agree on requirements/content to be delivered
- Translate defined requirements into draft documentation and process descriptions and other written project deliverables
- Support MRMB ALM organization where necessary with the implementation of the ILAAP requirements.

KEY WORDS

- ILAAP, Market Risk Management, Treasury