ALM Modeller (QRM), Group Treasury recruitment

Role

• The job holder is accountable for analysis and reporting using the QRM balance sheet management system. 

Experience

• Significant progressive experience working within an ALM function or with ALM systems in a Tier 1 commercial, retail, or investment bank

• Extensive experience utilising QRM model for Earnings at Risk, Value at Risk, Funds Transfer Pricing, Duration of Equity, and Margin Forecasting analyses. 

• Knowledge of ALM/FTP best practices

• Excellent numeric ability

• Strong presentation skills and ability to present to senior management