QRM Subject Matter Expert

Vor Ort
keine Angabe
10 months
RM IT Professional Resources AG
flag_no Schweiz

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QRM Subject Matter Expert with profound ALM knowledge wanted for our Zurich based client in the banking sector.

Your experience/skills:

  • Working experience in QRM implementation and configuration, especially NMP and NIBAL positioning in QRM
  • Good understanding of core banking book products, such as deposits, loans and hedging instruments as well as behavioral modelling, in particular for NMP deposits, IRRBB requirements and Earnings-at Risk
  • Know-how of accounting along with market data and products valuation
  • Knowledge of FTP concepts, ALM and replication
  • Ability to manage inputs and requirements from other departments
  • Languages: fluent English both written and spoken

Your tasks:

  • Configuring of QRM and supporting the delivery of FINMA regulatory commitment
  • Contributing to the IRRBB project and ensuring regulatory compliance
  • Developing and implementing 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
  • Optimising and positioning of NMP and NIBAL in QRM
  • Designing of NMP Positioning as well as NII planning in QRM

Start: 03/2018
Duration: 10MM+

Zurich, Switzerland


Does this sound like an interesting and challenging opportunity to you?

Then take the next step by sending us your CV as a Word document and a contact telephone number.

Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.

Going the extra mile

New to Switzerland?

In case of successful placement, we support you with:

  • All administrative questions
  • Finding an apartment
  • Health - and social insurance
  • Work permit and much more