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6 M Contract QRM Modelling- GBP 450-550/Day * NW England, NW ENGLAND
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JOB CODE
732415
SALARY
VACANCY TYPE
CONTRACT
SKILLS
QRM ALM Risk
Description
6 Month Contract ALM/QRM Modelling - GBP 450 - 550/ Day ** NW England


Type : Temporary
Sector : Financial Services
Duration : 6 Months
Hours : Full-Time
Location : NW England
Salary : GBP 450 - 550/day
Industry : Financial Services
Phone : 0203 586 8418

A Financial Services Giant in the NW of England is in the market for a HANDS-ON QRM Modeller for an initial 6 month contract.

You will be responsible for building QRM models which can simulate the balance sheet and interest rate risk and performing Gap Analysis through QRM tools.

Key accountabilities include:

*Developing QRM Models
*Forecasting models
*Analysing Interest Rate Risk
*Providing scenario analysis
*Compiling Gap Analysis

Requirements:

*Advanced knowledge of QRM model for interest rate risk
*Significant Market Risk experience
*Expert level knowledge of types of risk (Basis Risk, Equity, Hedging etc)
*Experience of Static Gap Analysis and Net Interest simulation analysis
*Regulatory knowledge (FCA etc)

We encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK.

Skills
QRM, ALM, Market Risk, Credit Risk, Monte Carlo, VAR, EAR, Interest Rate Risk, Analysis, FCA, Regulatory, PV01, Valuation, Basis Risk, Hedging, Static Gap Analysis, Net Interest Simulation Analysis, QRM Model, QRM Software, Quantitative Risk Management, Asset liability management

If interested contact Nour Shaath NOW on 0203 586 8418 and send your CV to nour@palmitservices.com
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