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Manager – Financial Model Management & Development

  • Location: Manchester
  • Salary: £80-110,000 per year
  • Job Type:Permanent

Posted about 1 month ago

  • Sector: Finance & Audit
  • Contact: Gemma Cardew
  • Contact Phone: 07450 538 785
  • Expiry Date: 20 November 2021
  • Job Ref: GC/18190

​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.