Head of ALM Modelling (retail bank/start up) recruitment

Role• Own and manage centralised ALM modelling in terms of market risk, policy and risk methodology.• Manage modelling in support of external IRRBB reporting• Support modelling required for Liquidity Reporting Framework (ILAS, Stress Testing).• Responsible for ensuring that updates for the QRM forecast and plans for assumptions are maintained and validated.• Responsible for the development of ALM modelling and analysis methodology.• Provide support across ALM for the development of EUC’s required by the business.Experience• Knowledge of and experience of using QRM would be Read more […]

July 6, 2012 • Tags: , , • Posted in: Financial • Comments Off on Head of ALM Modelling (retail bank/start up) recruitment