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Quantitative risk Management (QRM) Specialist

Eingestellt von Maximus

Gesuchte Skills: Sql, Support, Client

Projektbeschreibung

Quantitative risk Management (QRM) Specialist - 6 months Rolling - Amsterdam, The Netherlands

The Client:

A large scale consultancy (FTSE 500) is currently looking for an experienced Quantitative risk Management (QRM) Specialist for initially 6 months rolling contract in Amsterdam, The Netherlands .

Role:

Under the ILAAP Program, various projects are executed which implement QRM for Liquidity and Interest Rate Risk purposes. This position is for an experienced QRM analyst who will build behavioral models within QRM to support forecasting, interest rate risk, liquidity risk modelling and stress testing.
Skills required:

QRM knowledge/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

Required
SQL
MS Office

Pre
Have experience with MDX

Rate:- Negotiable

Please forward your CV for immediate interviews

Keywords: Quantitative risk Management, QMR, Risk, Liquidity, implementation, Regulatory reporting, Profitability & Funds Transfer Pricing, Basel III, Economic Capital, SQL

Projektdetails

  • Einsatzort:

    Amsterdam, Niederlande

  • Projektbeginn:

    asap

  • Projektdauer:

    Keine Angabe

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Maximus