£65000 - £70000 per annum
2 months ago
I am currently partnered with the banking arm of one of the UK's leading supermarkets to bring an exciting role to market.
The role is at the manager level, implementing and maintaining a strong and dynamic framework covering Interest Rate Risk in the Banking Book models and the broader models on Quantitative Risk Management.
- Deliver critical IRRBB month end reporting, including EAR and EV valuations.
- Identify and inform the strategy taken on interest rate hedging transactions.
- Delivering FSA017 reports, assisting in production of materials for ALCo meetings.
- Developing new IRRBB models, verifying all behavioural assumptions, taking ownership of Market risk policy and methodology.
- Preferably a degree in a strong quantitative subject - Maths, Science, Finance etc.
- Knowledge of IRR management, detailed understanding and practical experience of QRM.
- Knowledge of financial markets, ideally from working in a Treasury function, utilising in derivatives.
You can apply directly at brewermorris.com, or if you want to learn more about the role you can contact me directly on 020 7415 2820 or firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.