Senior QRM Modelling / BA Consultant
- Competitive Market Rates
- Amsterdam, Noord-Holland, Netherlands Amsterdam Noord-Holland NL
- Contract, Full time
- 01 Mar 18 2018-03-01
A very good client of ours in Amsterdam currently requires a Functional QRM consultant, to work on a complex QRM implementation on an initial 12 month contract
They require someone able to speak across the business, with various levels and nationalities. Able to give strong QRM knowledge and expertise, working on configuration and gaps analysis. Also able to provide guidance of the key parts required for each stage of the implementation.
They are doing a Standard approach with aims to a single data sourcing framework, a single data staging area, a standardized QRM setup, predefined level of granularity and predefined market data.
This will be initially 12 months, with likely requirements beyond this date.
Configuration of QRM implementation of target behavioural models, IRRBB scenarios and hedging replication.
- execute configuration fit/gap analyse,
- investigate remediating actions to close gaps
- coordinate resulting data required functional transformations.
- The end criterion is that output figures for reporting (as part of IRRBB) are covered in full and signed off by the users.
Please do apply ASAP, the client has started interviewing and will move quickly on this role.