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Quantitative Risk Manager - Irrbb/QRM Implementation (4530)

Eingestellt von iET SA

Gesuchte Skills: Support

Projektbeschreibung

For a project at our clients site, an international bank based in Zurich, we are looking for an experienced:

QUANTITATIVE RISK MANAGER - IRRBB/QRM IMPLEMENTATION (4530)

YOUR QUALIFICATIONS:

- PREVIOUS EXPERIENCE IN QRM IMPLEMENTATION/CONFIGURATION WOULD BE EXTREMELY BENEFICIAL
- 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
- Knowledge of accounting, familiarity with market data and products valuation
- Understanding and management of inputs/requirements from other departments
- Experience in large banks, processes and IT landscape would be benefitial
- FLUENT IN ENGLISH, GERMAN SKILLS WOULD BE OF ADVANTAGE

YOUR RESPONSIBILITIES:

- Understanding the requirements of the modellers, the target state modelling approach and the speed/accuracy trade-offs entailed by the repository management
- Positing an approach to product aggregation that provides an optimal tradeoff in terms of speed/accuracy
- Describing the agreed stratification approach in a comprehensive clear specification that can be used by implementers
- Defining Products, Accounts, Modelling, Market data and Scenarios and strategies
- Set up of full Balance Sheet, validation of position data, validation of baseline NII, validation of NII at Risk
- Set up of reports/data output as required by reporting workstream
- Go-live support

Are you ready for a new challenge and AVAILABLE IMMEDIATELY IN ZURICH? We look forward to receiving your application. For any questions, please contact us.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    6 months +

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

  • Skills:

    support

iET SA