QRM Developer/ Modeler
New York, NY ยท On-site
Enhancement of ALM modelling and analysis methodology. Ensure that there is alignment between the ALM model and the financial planning process. Ensure that updates for the QRM forecast and plans for ...
New York, NY ยท On-site
Enhancement of ALM modelling and analysis methodology. Ensure that there is alignment between the ALM model and the financial planning process. Ensure that updates for the QRM forecast and plans for ...
New York, NY ยท On-site
Enhancement of ALM modelling and analysis methodology. Ensure that there is alignment between the ALM model and the financial planning process. Ensure that updates for the QRM forecast and plans for ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
Phoenix, AZ ยท On-site
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
Phoenix, AZ ยท On-site
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
$159K - $197K/yr
This role leads the testing and implementation of QRM modeling enhancements, provides oversight of Treasury data analytics, and partners closely with Information Technology to ensure stable, well ...
... join its Americas Modeling and Analytics group. The group's responsibilities include: * The ... Documenting the methodology and QRM implementation adherent to internal and regulatory standards.
... join its Americas Modeling and Analytics group. The group's responsibilities include: * The ... Documenting the methodology and QRM implementation adherent to internal and regulatory standards.
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
Cleveland, OH ยท On-site
$63K - $96K/yr
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
Cleveland, OH ยท On-site
$63K - $96K/yr
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze ...
... analysis. * Create and reconcile the month-end position file to the Bank's general ledger for QRM modeling and related Treasury reporting activities. * Validate data accuracy, completeness, and ...
... analysis. * Create and reconcile the month-end position file to the Bank's general ledger for QRM modeling and related Treasury reporting activities. * Validate data accuracy, completeness, and ...
... analysis. * Create and reconcile the month-end position file to the Bank's general ledger for QRM modeling and related Treasury reporting activities. * Validate data accuracy, completeness, and ...
... analysis. * Create and reconcile the month-end position file to the Bank's general ledger for QRM modeling and related Treasury reporting activities. * Validate data accuracy, completeness, and ...
National Office Team The National Office, a key Strategic Enabler in our new model, is comprised of ... The QRM Tech & Analytics team sits within QRM to support the technology and analytics needs of QRM.
National Office Team The National Office, a key Strategic Enabler in our new model, is comprised of ... The QRM Tech & Analytics team sits within QRM to support the technology and analytics needs of QRM.
National Office Team The National Office, a key Strategic Enabler in our new model, is comprised of ... The QRM Tech & Analytics team sits within QRM to support the technology and analytics needs of QRM.
National Office Team The National Office, a key Strategic Enabler in our new model, is comprised of ... The QRM Tech & Analytics team sits within QRM to support the technology and analytics needs of QRM.
Johnston, RI ยท On-site
$161K - $214K/yr
Extensive hands-on QRM-MB experience is required, along with a deep understanding of fixed income and mortgage analytics, mortgage pipeline hedging, secondary marketing, mortgage pricing, servicing ...
Johnston, RI ยท On-site
$161K - $214K/yr
Extensive hands-on QRM-MB experience is required, along with a deep understanding of fixed income and mortgage analytics, mortgage pipeline hedging, secondary marketing, mortgage pricing, servicing ...
$16.83 - $19.69
2% of jobs
$19.69 - $22.55
9% of jobs
$22.55 - $25.42
13% of jobs
$25.53 is the 25th percentile. Wages below this are outliers.
$25.42 - $28.28
20% of jobs
The median wage is $29.40 / hr.
$28.28 - $31.14
15% of jobs
$31.14 - $34
15% of jobs
$34.45 is the 75th percentile. Wages above this are outliers.
$34 - $36.87
8% of jobs
$36.87 - $39.73
5% of jobs
$39.73 - $42.59
4% of jobs
$42.59 - $45.45
3% of jobs
$45.45 - $48.32
5% of jobs
$16
$31
$48
| Aspect | Qrm Modeling Analyst | Quantitative Analyst |
|---|---|---|
| Required Credentials | Typically requires a degree in finance, mathematics, or related fields; certifications like CFA or FRM are common | Similar credentials; often holds advanced degrees and certifications such as CFA, FRM, or PhD in quantitative fields |
| Work Environment | Financial institutions, risk management teams, insurance companies | Investment banks, hedge funds, asset management firms |
| Primary Focus | Developing risk models, assessing credit and market risk, regulatory compliance | Developing trading algorithms, pricing models, and investment strategies |
While both roles require strong quantitative skills and similar credentials, the Qrm Modeling Analyst primarily focuses on risk modeling and regulatory compliance within financial institutions. In contrast, the Quantitative Analyst often works on trading strategies and investment models. Both roles are integral to financial firms but serve different core functions.
Contractor
Posted 15 days ago
Position: QRM Developer
Location: NYC, NY
Duration: 6-12 months
The Successful QRM Modeller/Developer will be required to develop the QRM model across multiple banking divisions for use in Asset & Liability Management.
The Successful QRM Modeller/Developer will be responsible for the following:
Develop modelling in support of external IRRBB reporting (FSA017, Stress Testing, Pillar 2 and 3)
Develop risk modelling in support of reporting and MI for ALCO, BSMC and other governance committees.
Enhancement of ALM modelling and analysis methodology.
Ensure that there is alignment between the ALM model and the financial planning process.
Ensure that updates for the QRM forecast and plans for assumptions are maintained and validated.
The right QRM Modeller/Developer will have experience in the following:
Thorough knowledge of and experience of using QRM.
Experience in ALM products and how to develop and validate models
Good understanding of interest rate risk for banking book products
Strong Treasury product knowledge - interest rates, NII, Earnings at Risk etc
Good understanding of hedging market and liquidity risk
Experience of developing financial models.
All your information will be kept confidential according to EEO guidelines.