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QRM Expert

Posted on Nov 19, 2019 by Gazelle Global Consulting

Utrecht, Netherlands
Immediate Start
€45k - €60k Annual

My client is a prominent and highly regarded financial services provider in the Netherlands.

They current have a pressing need for QRM professionals in their Utrecht office - working in an area that is the backbone of the business model of any bank.

Your main task is the use and further development of the bank's ALM risk tooling within the Quantitative Risk Management (QRM) framework. QRM is the primary risk management tool for IRR and FTP calculations and is one of the largest and most complex calculation engines within the organization. QRM results allow you to monitor IRR and LR on a monthly basis and report on current developments to decision making committees.

The main thrust of the role will include:

  • Being driven to continue learning more about balance sheet risk management.

  • Having an interest in the complex modelling of cash flow projections.

  • Enjoying finding practical solutions to complex methodological problems.

  • Meeting the challenge of analysing balance sheet and market developments and of exploring quantitative tools to maximize efficiency and accurateness in measurement and reporting.

  • Taking responsibility for the setup of the calculation engine and downstream reporting.

  • Efficiently implementing changes in risk metrics and behavioral modelling in the risk tooling

  • With you as a Risk Manager, the cluster will consist of 25 diverse colleagues in a variety of roles within different fields of attention: explanation of results, reporting, process management, QRM maintenance and further development.

For the role of Risk Manager in the Group ALM - Engine team, essential attributes include customer focus, being a team player, strong communication skills, and eagerness to learn.

In addition, it's important that you recognise the checklist below:

  • You will preferably have a Master in Financial economics or econometrics;

  • You will preferably have experience with QRM or similar ALM tooling;

  • You will have knowledge of financial market products and their modelling;

  • You will be eager to delivery timely and quality work in a structured way

  • You will have affinity with configuring quantitative tools;

  • You will be able to work with large data sets and software packages such as SQL;

  • You have a helicopter view.

If this role does interest you, please send a CV for immediate consideration.

Reference: 797686034

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