QRM Modeller recruitment

QRM, ALM, Asset and Liability Management, Interest Rate risk, Modeller, Modelling, FTP, Funds transfer pricing.

My client, a leading banking group, is looking for a QRM modeller to work within their Balance Sheet Management team in London.

The applicant will be responsible for analysis and reporting across the business using the QRM balance sheet management system. The candidate will be responsible for delivering Balance Sheet Management, Funds Transfer Pricing and Interest Rate Risk.

You will be responsible for accurately composing balance sheet composition, leverage ratios and funding gaps. The candidate will be expected to report, confidently and efficiently between the internal Treasury committee and the board of directors as well as reporting to external entities such as the FSA. You will be expected to have a strong working relationship with the business to understand pricing and growth strategies of the business’ portfolio’s.

Our client is looking for a highly numerate individual with prior experience of working within BSM/ALM function within a respectable banking organisation. QRM experience is a pre-requisite for this role. This experience will need to have involved the utilisation of QRM model for Earnings at Risk, Value at Risk, Funds Transfer Pricing, Duration of Equity, and Margin Forecasting analyses.