Itprojects

Senior QRM Expert Contractor (Freelance/ZZP)

Posted Mar 29, 2022
Project ID: ITJP00069034
Location
Utrecht
Duration
9 months
(Apr 4, 2022 - Dec 31, 2022)
Hours/week
36 hrs/week
Payrate range
85 - 105 €/hr
Application Deadline: Mar 31, 2022 10:00 AM

The contractor will be responsible for the technical integration of the current tactical NII Stress Test tool called Feniix into the structural ALM tool QRM. He will be the only QRM expert in the NII ST squad composed of colleagues from Risk (Feniix owner), Control and Treasury. The role of the contractor entails the making of an inventory of all user requirements and drafting an implementation plan for a gradual phasing out of the tactical tool. This involves the construction of a reporting solution to combine results from different sources. The next step is executing the required changes within the NII forecasting process in the QRM tool. At the end of the contract year the plan of approach should be approved by all stakeholders and have proved itself in practice during transfer of NII ST to QRM for the first balance sheet parts. The contractor should have ample experience with NII forecasting in QRM as well as a good understanding of the QRM configuration within the bank as well as the organizational structure of the bank. As such, the contractor will be able to act as liaison for the TSY QRM team without requiring extensive knowledge transfer beforehand and monitoring of his activities during the project. Within the NII ST Squad the contractor has the mandate to determine the required activities on the QRM side. He will report to the OneALM+ theme coordinator of the scenarios and forecasting theme.

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