MERJE are partnered with a Financial Services business in their search for a ALM / QRM Model Manager
This is an exciting opportunity for a technically astute Model Manager to consolidate a number of legacy models within Balance Sheet Management.
Your new role:
• Design, development, test, document, govern and implement ALM5 IRRBB and Stress Testing models whilst ensuring alignment to the Financial Plan.
• Address current model weaknesses.
• Set up new process for updating and ensure the relevant people are trained appropriately.
• Work with model users and development team to set up processes and monitoring.
• Ensure model and outputs meet the required external reporting requirements.
• Write technical model documentation and meet all internal governance requirements.
• Support junior members of the team.
Our Ideal Candidate:
• Bancware ALM5, Ambit Focus, or equivalent system experience (QRM).
• Proven experience of building financial risk management & forecasting models within an ALM system
• SQL, Excel, VBA
• Market Risk/IRRBB concepts and metrics
• Net interest income stress testing
• Understanding of behavioural modelling
• Understanding of financial products including mortgages, savings and Treasury
• Effective communicator
• Knowledge of EBA and PRA guidelines for IRRBB
This opportunity is offered on a 12 month FTC and can be based remotely 100% of the time.
For immediate consideration please contact Gemma 07450 538 785.