Interim QRM ALM Manager

QRM ALM Manager 9 month contract paying £640 a day with retail bank in central London.

Your new company
A retail bank based in central London is looking for a QRM ALM Manager to join the team on a interim basis until the end of the year. The roles purpose is the finalisation and fine tuning of complete Interest Rate Risk on the Bank Book (IRRBB) infrastructure for mortgages, developments of the liquidity framework (LCR/NSFR) as well as QRM technical support in best practices for existing framework enhancements. This will require amending and improving the current mortgages IRRBB model in development, both in QRM as well methodological approach taken.

Your new role
This role will have you responsible for further enhancing the Bank's liquidity reporting and forecasting and the role would be responsible for the production of key liquidity metrics in QRM (LCR/NSFR). This role is required to run, maintain and enhance the Bank's liquidity stress testing capability within QRM, including the LCR/NSFR metrics. Enhancement of the relevant MI on the back of the stress testing is also a key requirement.

What you'll need to succeed
You will be an advanced QRM user, including knowledge of model development and implementation, understanding of mortgages IRRBB: data flows, data dictionary, input data, ETL, Management Repository, complete MI and reporting, assumptions tracking, hedging, sensitivity stress-testing, ability to fine tune and create new strategy within QRM (i.e. rolling forward of balances or changing of bottom up growth / reinvestment decisions) and QRM model building experience.

What you'll get in return
This is the opportunity to further develop your experience and get involved in focused as well as varied projects within this retail bank.

What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.

Hays Specialist Recruitment Limited acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers.