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Risk Manager (QRM)

  • Salary: Negotiable
  • Job type: Contract, Full-time
  • Location: Zürich
  • Sector: Business Analysis
  • Date posted: 04/08/2017
  • Job reference: J368976APBP-280617
This vacancy has now expired.

Risk Manager (QRM)

On behalf of our client, a leading global bank, we are looking for an English speaking Risk Manager (QRM) to join the bank's IRRBB project team comprising representatives from Finance, MLRM global and divisional and modeling.

The candidate will be responsible to contribute to the IRRBB project that needs to ensure regulatory compliance. The candidates' responsibility will be developing and implementing structural interest rate risk analytics that measure, monitor and report interest risks, earnings and other risk metrics for the bank assets and liabilities.

For this contract position based in Zürich, Switzerland, our client is looking for a candidate who can start as soon as possible.

Your main responsibilities will be:

  • Products definition
  • Accounts definition
  • Modelling definition - set up of modelling assumptions
  • Market data definition
  • Scenarios and strategies definition - set up of stressed scenarios and planning trees/strategies
  • Dry run - set up of full Balance Sheet, validation of position data , validation of baseline NII, validation of NII at Risk
  • Reports definition - set up of reports/data output as required by reporting workstream
  • Go-live support

You must possess:

  • Previous experience in QRM implementation/configuration
  • Knowledge of core banking book products (loans, deposits and hedging instruments) and behavioural modelling, IRRBB requirements and earnings at Risk
  • Knowledge of ALM, replication and FTP concepts
  • knowledge of accounting, familiarity with market data and products valuation
  • Understanding and management of inputs/requirements from other departments

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Priscilla Berclaz Poh on +41 44 229 99 23.

I'm always looking for skilled candidates don't hesitate to send me your CV for future job opportunities. Do check my page: to see an overview of available positions or connect with me on LinkedIn.

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