ALM Analyst - QRM - Banking

City of London
£550 - £650 per day
08 Apr 2013
06 May 2013
Gibran Visram
Contract Type
Full Time

ALM Analyst urgently required by a leading bank - this would be for an initial 8 or 9-month contract, paying up to £650/day based in their London office.

The ALM Analyst will be responsible for:

Model Design (Proposals to re-configure the QRM model), Model Build (Build from the technical functional specification elements of the standardised model), and Reporting (Configuration and mapping of QRM output to generate standardised internal reports and external reports including the FSA017)

The ALM Analyst will have:

* QRM Modelling Expertise - this is a must

* Product Knowledge

* ALM Experience

Knowledge, Experience, Qualifications and Other Requirements Specific to Role Essential

* Degree in a Maths based discipline e.g. Engineering, Economics, Statistics

* Significant progressive experience working within and BSM/ALM function or with BSM/ALM systems in a Tier 1 commercial, retail, or investment bank

* Extensive experience utilising QRM model for Earnings at Risk, Value at Risk, Funds Transfer Pricing, Duration of Equity, and Margin Forecasting analyses.

* Knowledge of ALM/FTP best practices gained through recent work experience in Management Consulting or Investment Banking FIG

* Strong working knowledge of Microsoft Office applications, expert Excel user

* Excellent numeric ability

* Strong presentation skills and ability to present to senior management


* Masters degree or professional qualification e.g. ACA, CFA, MBA

* Experience developing presentations/pitch books for investment bank clients, rating agencies

ALM Analysts with strong ALM and exposure of QRM Modelling are urged to apply - this would be for an 8-9month initial contract (then rolling) paying up to £650/day based in their London office.

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