QRM Modelling Analyst recruitment

QRM Modelling Analyst

An immediate opportunity has arisen for an experienced QRM Modelling Analyst to join our client, a major financial services company based in London

Key responsibilities of the QRM Modelling Analyst job will include:
-Produce projections of balance sheet composition, leverage ratios, funding gaps
-Deliver accurate, timely and transparent reporting for: Internal stakeholders (e.g. Treasury Committee Board of Directors), External stakeholders (e.g. FSA Rating Agencies), Support Group Treasury leadership in developing balance sheet strategies
-Liaise with business to understand pricing and growth strategies of their portfolios
-Maintain a close working relationship with Treasury/Balance Sheet Management teams across the Group to ensure that modelling is consistent with best practice
-Ensure that non-traded market risk is correctly expressed, measured, and analyzed based on methodologies such as NPV (net portfolio value), NII (net interest income) simulation and others of similar scope and complexity
-Calculate Funds Transfer Pricing charge/reward for balances businesses originate
-Support Group Treasury Funding and Interest Rate Risk desk with analysis and reporting to manage Group Treasury's portfolios

The ideal QRM Modelling Analyst will possess the following attributes/skills:
-Degree in a Maths based discipline e.g. Engineering, Economics, Statistics
-Significant progressive experience working within and BSM/ALM function or with BSM/ALM systems in a 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 gained through recent work experience in Management Consulting or Investment Banking FIG
-Strong working knowledge of Microsoft Office applications, expert Excel user
-Excellent numeric ability
-Strong presentation skills and ability to present to senior management
-Masters degree or professional qualification e.g. ACA, CFA, MBA
-Experience developing presentations/pitch books for investment bank clients, rating agencies, or investors
-Capable of consistently producing accurate information on tight deadlines
-Flexible approach to work, able to play key role within a small, high calibre function
-Works effectively in a high pressure/variable working environment
-Communicates technical concepts to senior personnel in a succinct manner

If you have similar QRM Modelling Analyst experience to that outlined above and are looking for a temporary opportunity within a progressive and dynamic environment, please forward your CV today.Randstad Financial Professional 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. Randstad Financial Professional acts as an employment agency for permanent recruitment an employment business for temporary recruitment as defined by the Conduct of Employment Agencies Employment Business Regulations 2003