IRRBB/Market Risk Reporting

  • £400 - £450 per day
  • Leeds, England, United Kingdom Leeds England GB
  • Contract, Full time
  • BSM Group
  • 21 May 18 2018-05-21

My Client – a well-respected and large financial services firm is looking for proven IRRBB or market risk reporting professionals to take up a contract role. The Role – You will be a key member of a very high performing team that has full ownership of the IRRBB and market risk reporting.

Responsibilities:

  • Full delivery of IRRBB/Market Risk reporting aspects
  • Manage and minimise operational risks via robust control frameworks underpinning processes
  • Continuously strive for process improvements to enable time for value adding activity and qualitative review
  • Support to agreed change initiatives to deliver agreed objectives of IRRBB team
  • Development of IRRBB modelling to reflect dynamic assumptions

You will need:

  • Detailed understanding of key Market Risk management techniques including:
    • NII Scenarios
    • Gap Reporting
    • Dynamic modelling
  • Understanding of complex and technical financial models across the Retail and Commercial Divisions
  • Good understanding of ALM software tools, such as QRM, used to manage market risk
  • Experience of market risk modelling within ALM software,  including behavioural assumptions and dynamic model elements
  • Experience of Asset and Liability Management and associated techniques such as Funds Transfer Pricing