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QRM Modeler/Developer in Buffalo at Collabera

Date Posted: 8/11/2018

Job Snapshot

  • Employee Type:
    Contract to Hire
  • Location:
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:

Job Description

Position Details:
Industry Banking
Work Location Buffalo, NY 14203
Duration 6 Months (temp to perm)

Job Details:
To meet increasing regulatory demands significant change will be required to the IRRBB & ALM Stress Testing architecture and processes to ensure new regulatory reporting requirements can be met. A key component of this architecture is the Quantitative Risk Management third party calculation engine, QRM, which is used to calculation the Interest Rate Risk metrics. The scope of this role is to provide QRM developer capabilities for the on-going configuration and enhancement of the QRM system to ensure it continues to meet the regulatory demands and internal risk management needs of ALCM.

Key Responsibilities:

• Provide developer capabilities for the QRM calculation engine
• Development and delivery of QRM solutions that facilitates IRRBB & ALM Stress Testing reporting
• Work with other ALCM Change Delivery teams, external vendors and HOST stakeholders to develop solutions
• Work with group and regional ALCM reporting teams to develop and deliver solutions
• Provide leadership to resolve design and delivery issues
• Work within ALCM matrix structure to manage designs and solutions
• Work within existing ALCM governance, supplemented by project specific governance as required
• Drive delivery of solutions as per project plans
• Deal with conflicting priorities across regional and global stakeholders and respond to their requirements within tight delivery timelines without compromising quality
• Achieve results through effective management of indirects (eg HOST and other ALCM Change resources who are assigned project tasks)
• Understand wider regulatory change backdrop and ensure appropriate priorities are set

Job Requirements

• QRM Experience
• QRM Experience from a Project standpoint
• Excellent Communication Skills