This role involves building and maintaining QRM models for Net Interest Income and Market Value calculations while ensuring alignment with regulatory expectations like ICAAP
Job Summary
This role involves building and maintaining QRM models for Net Interest Income and Market Value calculations while ensuring alignment with regulatory expectations like ICAAP.
The position offers a highly visible opportunity to work closely with the Senior Manager, IRRBB, and collaborate with Treasury, Risk, and Finance partners across the Group.
Candidates will benefit from a comprehensive benefits package including up to 15% pension contribution, an annual performance-related bonus, and 30 days' holiday.
Matching Summary
This role involves building and maintaining QRM models for Net Interest Income and Market Value calculations while ensuring alignment with regulatory expectations like ICAAP.
Salary
Base: £72,702 - £80,780; Bonus/Equity: Annual performance-related bonus; Benefits: Up to 15% pension contribution, share schemes, 30 days holiday
Skills & Requirements
Must-have
2+ years ALM software tools experience
Expert Excel functionality for modelling
Net Interest Income and Market Value calculations
QRM model development and maintenance
Stress testing and regulatory compliance knowledge
Nice-to-have
Experience with QRM market risk management tool
Ability to debate and influence senior stakeholders
Strong verbal communication of technical topics
Proactive attitude towards team culture engagement
Self-awareness and drive for own development
Key Requirements
2+ years experience using ALM software tools
2+ years experience with advanced Excel capabilities
12 months proven ability to influence senior stakeholders
12 months experience in key Market Risk management techniques