IRRBB/Market Risk Reporting

4th May 2018
Yorkshire, United Kingdom
Job Type
£450 per day


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.


  • 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

For any more information please contact

Apply online
Drop files here browse files ...

Related Jobs

Interim Finance Director - 3 day week - London   London, United Kingdom new
15th January 2019
Head of Liquidity Risk   London, United Kingdom
7th January 2019
Senior Treasury Modelling Consultant   London, United Kingdom
3rd January 2019
26th October 2018
ALM AVP/VP   London, United Kingdom
24th October 2018