QRM Developer/ Modeler
Job Description
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.
Additional Information
All your information will be kept confidential according to EEO guidelines.
Recommended Jobs
Retail Stock Associate, Part-time
At Nespresso, we place people and specialty coffee at the heart of what we do. As part of our team, you'll be empowered to inspire, care, act, and innovate to reach your full potential and reimagine …
Customer Support Reps
Job Title: Customer Support Reps Location: Albany, NY Type: Contract To Hire Compensation: $18.00 Contractor Work Model: Hybrid – onsite and remote Hours: 40.0 If interested reac…
Awards Coordinator
We are looking for a hybrid Awards Coordinator for a top entertainment company to join their team out of their Burbank offices! Responsibilities: ~Manage awards submission tracking, deadlines, and …
Paid Media Manager
Job description: About the Role must have either paid social or paid search to be considered As a Paid Media Manager, you will work closely with our cross-functional strategists, overseeing …
Group Director, Research and Analytics
About the Role Sullivan is seeking a Group Director, Research + Analytics to own and advance how we measure, report, and optimize brands, experiences and campaigns across our client portfolio all …
Food & Beverage Supervisor
Food & Beverage Supervisor Position Summary: The Food & Beverage Supervisor supports the daily operations of all dining and event service areas, ensuring exceptional service standards and a s…
OB/GYN Needed for Locum Tenens Coverage at Facility in Brooklyn, NY
This Job at a Glance Job Reference Id: ORD- -MD-NY Title: MD Dates Needed: ASAP, up to full time Shift Type: 24-Hour Call; In-House Call Assignment Type: Inpatient; Clinic; OR Call …
Client Executive
Location : Hybrid/Remote Medidata follows a hybrid office policy in which employees who are hired for an in-person position are expected to work on site a certain number of days per week in acco…
Brand Business Development US Focus
Brand Business Development (US Focus)-fully remote About Us - We are a leading global digital content & entertainment platform. - Our specialties include premium original content creation, glo…
Events Manager
Job Title: Events Manager Reports Into: General Manager Location: Brooklyn, New York Salary range: $70,000 - $75,000 annualised equivalent, paid bi-weekly Contract type: Full time (4…