Senior ALM Manager
Working within the Group Asset and Liability Management team of a leading financial services organisation in West Yorkshire, this position is to manage and develop the QRM application across the banking divisions.
Reporting to the Head of ALM, you will manage a team of three and will be responsible for:
Responsibility for the management, development and ongoing maintenance of the QRM Asset and Liability Management system.
Provide support and technical expertise on all aspects of the development of the QRM model to the Divisional ALM users.
Primary point of contact providing technical expertise on all QRM issues with IT.
Create and manage a centre of excellence to support all QRM users across the Group.
Develop modelling capability in QRM for identification, quantification of market and liquidity risk. This involves identifying contractual terms and conditions for each product and then ensuring both the contractual and behavioural profiles are accurately modelled in QRM.
Manage the QRM month end process, providing support to all Divisional ALM teams.
Ensure all model development is implemented in a controlled environment.
The successful candidate will have in depth experience of the QRM ALM application with knowledge of Retail, Wholesale and Treasury instruments and their valuation methods including Interest Rate Swaps and Options.
You must be able to work independently with a thorough attention to detail and effectively manage a team and various stakeholders throughout the business.
The organisation can offer ongoing career development along with an extremely attractive salary package which includes a bonus, company car, competitive pension scheme, health insurance and generous holiday allowance.
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