QRM Developer/ Modeler

New York, NY · 134 months ago

About the job

Job Description Position: QRM Developer Location: NYC, NY Duration: 6-12 months The Successful QRM Modeller/Developer will be required to develop the QRM model across multiple banking divisions for use in Asset & Liability Management. The Successful QRM Modeller/Developer will be responsible for the following: · Develop modelling in support of external IRRBB reporting (FSA017, Stress Testing, Pillar 2 and 3) · Develop risk modelling in support of reporting and MI for ALCO, BSMC and other governance committees. · Enhancement of ALM modelling and analysis methodology. · Ensure that there is alignment between the ALM model and the financial planning process. · Ensure that updates for the QRM...