Nottingham, England, United Kingdom
CIMA qualified, January 2009
• Responsible for preparing the QRM forecasting model for monthly interest rate risk, liquidity risk and NII simulation reporting to senior ALCO committees as well as regulatory FSA reports; • Development of the QRM model, liaising with divisional teams to improve Market Value forecasting, Earnings at Risk and Value at Risk modelling, reporting and validation;
• Assist in the design and implementation of QRM for Lloyds Banking Group; • Harmonisation of HBOS and Lloyds heritage market risk processes;
• Monitoring and management of interest rate risk and liquidity risk for HBOS heritage mortgage brands;
• Analysis of divisional financials and regular monitoring of expense reports, assisting with the preparation of division budgets;