QRM Manager – Quantitative Risk Management

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Location:
Preferred locations include Cleveland, Columbus, Pittsburgh, New York City, Buffalo, Chicago, or Albany, NY. Fully remote candidates will be considered but must work EST hours.

Travel:
Travel to Cleveland once a month is required regardless of location.

Job Summary:
Our banking client is looking to refresh and enhance its existing QRM (Quantitative Risk Management) infrastructure. This position focuses on elevating its capabilities, centralizing data and analytics, and maximizing the system’s features for forecasting purposes. 

Key Responsibilities:

• Provide strategic planning strategies for enhancing QRM methodologies and functionalities.
• Serve as the primary point of contact for vendor, leading efforts to improve the forecasting engine, including reconfigurations, methodology updates, and new feature implementations.
• Help build out frameworks and data models
• Work closely with Asset Liability Management (ALM) teams to support model development and automate processes.

Must-Have Requirements:

• 5-7+ years of QRM experience including building frameworks, understanding capabilities, and implementing or reconfiguring QRM environments.
• Strong background in Asset Liability Management within a highly regulated banking environment.
• Focused on project management rather than production, with experience implementing improvements and methodologies.
• Proficient in writing, documentation, and building trust and influence with teams.

Nice-to-Have Skills:

• Interest rate modeling
• Proficiency in Python, R, SAS, or other data science related languages

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