Business Analyst ALM

Job title:

Business Analyst ALM

Company:

Varrlyn

Job description

Company DescriptionAt Varrlyn we believe that if it is possible, it will be done. If it is not possible, Varrlyn will look for ways to do it anyway. Turning impossible questions into possible solutions, that is what makes us different.Our people breathe, dream and live dealing rooms. We have extensive experience in IT system implementations and application support for different financial markets applications. Varrlyn has a proven track record: we have worked for financial institutions in Amsterdam, Brussels, London, Paris, New York, Frankfurt and Sydney. We will help you improve your cost efficiency, simplify your application architecture, optimize the time to market, increase straight through processing and comply with financial regulations. In short: You do the deal, we’ll do the project!Varrlyn is a consulting firm which was founded in 2010 and is based in The Netherlands.Job DescriptionYou will help with building target ALM solutions and implementation of new products and functionalities to the Balance sheet:

• Analyse risk measurement figures and methods
• Explain results and figures to various locations and users of the system
• Develop new functionality in our target platform, such as new behavioural models
• The end criterion is that output figures for reporting are covered in full and signed off by the users

Execute configuration fit/gap analyse on new functionality (IRRBB relatedQualificationsMandatory Requirements:

• At least a bachelor degree in the field of IT, Finance or Econometrics.
• Sound working knowledge of Financial reporting, ALM/Risk reporting.
• Understanding of balance sheet positions in support of financial and liquidity/ interest rate management.
• Understand Basel and other regulatory ratios e.g. Liquidity Coverage Ratio.
• Ability to help with (functional) testing and the design of the new solutions.
• Sound knowledge of financial instruments like fixed income, derivatives, swaps, OTC options, mortgages, current accounts.
• At least 2 years’ experience as an IT Business Analyst or Engineer.

Desirable Requirements:

• QRM experience.
• Familiarity with Interest Rate Risk, Liquidity Risk and Funds Transfer Pricing.
• Knowledge of SQL or other financial modelling platforms.
• Knowledge of or experience with Agile Scrum.

Additional InformationHybrid working, 2 days at the office

Expected salary

Location

Amsterdam, Noord-Holland

Job date

Sat, 15 Jun 2024 22:08:59 GMT

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