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

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