The assignment concerns a implementation of data processing for QRM. By making the correct mappings and transformations QRM should be able to generate the correct cash flows. You play a key role by ensuring the contract data is handled correctly in IRRBB calculations . The department Treasury ALM facilitates the wider Treasury department by providing key ALM metrics and analyses. As QRM Onboarding Specialist you will be part of the ALM Engine Area, which is the area where the strategic ALM tool QRM is positioned. In both the Area and the department we have a mix of competences, ranging from IT developers to QRM modellers.聽
Top 3 responsibilities: 1. Creating data requirements for IT teams to make the proper data mappings; 2. Perform in-depth testing and aligning cash flow profiles between different systems; 3. Align frequently with main stakeholders (IT, BSM, Risk, Change Management Committee, Management).