ALM Senior Modeller recruitment

Liquidity Senior Modeller urgently required at Leading Financial Services Institution based in London or San Francisco.You will join a world class Team, developing ALM  Liquidity models and solutions, including behavioral models, best practice consulting, model creation and implementation services. You possess working knowledge of developing behavioral models (e.g. non-maturity liabilities, prepayments, FTP, etc) Knowledge of the Regulatory and Liquidity Framework (e.g. Basel III)  You possess knowledge of prepayment Risk (PR), Value at Risk (VaR), earnings at Risk (EaR), Economic Value Read more […]

October 27, 2011 • Tags: , • Posted in: Financial • Comments Off on ALM Senior Modeller recruitment