Position: QRM Developer
Location: NYC, NY
Duration: 6-12 months
The Successful QRM Modeller/Developer will be required to develop the QRM model across multiple banking divisions for use in Asset & Liability Management.
The Successful QRM Modeller/Developer will be responsible for the following:
· Develop modelling in support of external IRRBB reporting (FSA017, Stress Testing, Pillar 2 and 3)
· Develop risk modelling in support of reporting and MI for ALCO, BSMC and other governance committees.
· Enhancement of ALM modelling and analysis methodology.
· Ensure that there is alignment between the ALM model and the financial planning process.
· Ensure that updates for the QRM forecast and plans for assumptions are maintained and validated.
The right QRM Modeller/Developer will have experience in the following:
· Thorough knowledge of and experience of using QRM.
· Experience in ALM products and how to develop and validate models
· Good understanding of interest rate risk for banking book products
· Strong Treasury product knowledge - interest rates, NII, Earnings at Risk etc
· Good understanding of hedging market and liquidity risk
· Experience of developing financial models.
All your information will be kept confidential according to EEO guidelines.
Job details are sourced from the employer's original posting.
Open job postingAbout the company
Arka Infotech Inc is a technology company.