ALM Modeler (QRM), Treasury

Mackenzie Jones

UAE

Ref: HP279-3159

Job description / Role

Employment: Full Time

Our client, a leading bank in the UAE, is seeking to hire a professional within the Treasury Group for Basel-III compliance who has considerable exposure to the Asset and Liability Management (ALM) modelling and Quantitative Risk Management (QRM) platforms.

Responsibilities:
- Operate the banks ALM modelling and methodology framework for market risks, liquidity, policy and risk.

- Deliver QRM for ALM, Liquidity, Capital, FTP and balance sheet management

- Support modelling required for Liquidity Reporting Framework

- Ensure alignment between Group Treasury, QRM Vendor, Group Finance and Group Risk in setting up the QRM system

- Ensure that updates for the QRM forecast and plans for assumptions are maintained and validated

- Development of the ALM modelling and analysis methodology

- Develop models used to meet regulatory, group policy and/or business modelling requirements

Requirements

- Thorough knowledge of and experience of using QRM. Defining QRM dimensions, trees, strategies and hierarchies for building ALM, FTP and capital models

- A strong understanding of complex financial models with multiple interdependent relationships

- Good knowledge of ALM techniques and practices

- Strong Treasury product / instruments knowledge and their valuation methods including interest rate swaps,options and earnings at risk

- Knowledge of Retail and Commercial Banking products preferably in a Treasury environment

- Experience of developing financial models and able to specify processes to produce documentation for model building

- Able to work independently and carry out System Integration Test and User Acceptance Testing

- Experience of large system/data implementation projects

- Experience with reporting development tools such as; Oracle OBIEE, Microsoft Reporting Services

About the Company

Mackenzie Jones Middle East has decades of recruitment expertise in various industry sectors. Along with a deep understanding of key market sectors and regions, we never forget to treat clients, companies and candidates as individuals who have unique needs.

So we always listen, constantly learn, occasionally challenge and frequently advise. Its all part of a service renowned for its courtesy, consideration and dedication. Based in Dubai since 2006, our office covers the GCC and Levant countries and with the right regional expertise, we are the leading specialists.

Were growing rapidly because people appreciate our honesty, commitment and results.

Get personalised updates on latest vacancies
Job Alerts by Email
  • Personalised updates on latest career opportunities
  • Insights on hiring and employment activity in your industry
  • Typically sent twice a month