QRM Modeller, Northampton

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Linum Consult’s client is a leading international finance company, currently seeking a QRM Modeller to gather and understand Asset & Liability Management (ALM) and Risk requirements and how best to model these in QRM for risk management of Interest Rate Risk in the Banking Book (IRRBB). This role will be based in Northampton.


  • Working with the project and delivery managers, the operations team, and key stakeholders to understand development requirements and how these would be carried out in QRM
  • Undertaking change and development of the QRM model, in line with all company-compliant development, change and release management standards, practices and controls
  • Testing changes to the model and working with stakeholders to gain agreements and sign offs
  • Working with the existing model team members to build up knowledge of the QRM model within the team, and being proactive in seeking out development opportunities
  • Ensuring documentation of the QRM model is thorough, up to date, and actively maintained


  • Demonstrable knowledge and understanding of QRM models and the ability make complex changes to QRM models – good knowledge of QRM and IRRBB modelling techniques including SQL
  • Strong understanding of Interest Rate Risk in the Banking Book – risk metrics like AEaR, EVE, and VaR
  • Good knowledge of products and service offered by major banks, the inherent risks and how to mitigate them
  • Self-motivated and able to work independently as well as with a team
  • Ideally have technical knowledge of Treasury or Risk functions in a bank
  • Preferably have experience with the risk management activities of the Treasury and/or Balance Sheet Management functions
  • Excellent numeric and analytical skills and the ability to learn quickly


If you fulfil ALL of the key criteria for this position, then please submit your application for the attention of Kiva Donald to

If your application is successful you will be contacted within 48 hours for a further discussion.

Apply for this role

+44 (0) 161 518 3266