Specialist - IRRBB / QRM Implementation (5118)
Your responsibility will be the development and implementation of structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics on the bank’s assets and liability positions, interest risks, earnings and other risk metrics.
- Multiple years’ experience with QRM implementation/ configuration - in particular NMP and NIBAL positioning in QRM
- Great knowledge of core banking book products (loans, deposits and hedging instruments) and behavioral modelling, IRRBB requirements and Earnings-at Risk
- Knowledge of ALM, replication and FTP concepts
- (Basic) knowledge of accounting, familiarity with market data and products valuation
- Understanding and management of inputs/ requirements from other departments
- Team player with strong analytical, conceptual, delivery-oriented and hands-on work style
- Aligning stakeholders (including senior managers) of different divisions/ legal entities on process, solving data quality issues and reporting as well as performing hands on configuration tasks
- NMP Positioning Design
- NMP & NIBAL Optimization/ Positioning in QRM
- NII Planning in QRM
- Working on the hands on configuration of QRM and support the delivery of FINMA regulatory commitment
Are you ready for a new challenge and immediately available in Zurich? We look forward to receiving your application in MS-Word on email@example.com. For further information please contact +41 44 485 44 99.