ALM & QRM Modeller – Risk Analytics (NYC)

Arka Infotech Inc; New York (NY); On-site; USD 100,000 - 130,000; Full time

Job summary

A financial services firm located in New York is seeking a skilled QRM Developer to develop the QRM model for Asset & Liability Management across multiple banking divisions. The ideal candidate will have thorough experience with QRM and ALM products, alongside a strong understanding of interest rate risk and financial modelling. Responsibilities include developing models for regulatory reporting and enhancing ALM methodologies. This role is contract-based, lasting from 6 to 12 months.

Qualifications

• Thorough knowledge of and experience using QRM.
• Expertise in ALM products and model development.
• Strong understanding of interest rate risk for banking products.

Responsibilities

• Develop modelling for external IRRBB reporting.
• Enhance ALM modelling and analysis methodology.
• Ensure alignment between ALM model and financial planning.

Skills

QRM

ALM products

Interest Rate Risk knowledge

Treasury product knowledge

Hedging market understanding

Financial model development

Job description

A financial services firm located in New York is seeking a skilled QRM Developer to develop the QRM model for Asset & Liability Management across multiple banking divisions. The ideal candidate will have thorough experience with QRM and ALM products, alongside a strong understanding of interest rate risk and financial modelling. Responsibilities include developing models for regulatory reporting and enhancing ALM methodologies. This role is contract-based, lasting from 6 to 12 months.