New contract opportunity has been created with this leading financial service organisation - based in Edinburgh our client seeks an experience ALM Analyst / Modeller to work various Group functions to develop and scope of new group model.This is an initial 4-5 month contract with strong possibility of extension as will be fully involved with:
Assist with design, build and documentation of new model
Build new model and perform testing
Produce controlled procedures for running model in BAU
Develop automated processes to convert detailed plans to agreed level of aggregation
Interface with senior business managers with Group ALM
You will have at least 2 years experience within ALM (Asset Liability Management) product development, control and ALM structuring. Also be proficient with market instruments for hedging. Ability to price interest rate swaps, caps, floors and swaptions.
You will also have experience and understanding of risk i.e. pipeline risk, prepayment risk and understanding of adjusted spread methodologies.
You will have good model development, reporting and validation experience - ideally with experience of ALM system QRM.
If you are interested in this role and would like to know more, please contact Scott Eccles on 0141 272 7727 or email your CV to email@example.com
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