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Senior Treasury Modeller

The Curve Group
Job LocationLondon
EducationNot Mentioned
SalarySalary negotiable
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

Heard of usWere an award-winning bank; backing people to fulfil lifes hopes and dreams.Now is your chance…The ALM Modelling and Analytics team are responsible for the financial models in ALM and the wider Treasury. They personally own, develop, implement and validate all the Liquidity models, used to adjust the Banks forecast balance sheet to account for customer behaviour. They are Treasurys main representatives in the Banks Model Management Framework, and as such provide guidance and input for other Treasury teams responsible for models within areas such as FTP and ICAAP, as well as ensuring best practice and working on group-wide projects to embrace new modelling technologies and methods.Analytics and data science are core to the Banks strategy, and the team, as SMEs, are playing a large part - producing ad hoc analysis for stakeholders up to board level, as well as championing the use of models, data and the latest techniques. It is an enjoyable and exciting, ever-changing area to work in, and at the core of ALM, Treasury and the wider Banks business.The role of Senior Treasury Modeller is really important to us. It is a varied, interesting and exciting role which will suit a mathematically-minded modelling and data expert, with strong attention-to-detail and a pro-active, can-do attitude. You will work closely with the Head of Modelling and Analytics, as well as perform a significant role within the rest of ALM and wider Treasury team.When the time is right, we would love to welcome you to our London office. In the meantime you will be based remotely. Youll be made to feel part of your new team by your Line Manager, Head of Modelling and Analytics - Treasury, and colleagues through regular contact and virtual interaction.What would your day look likeYou will be involved in all stages of the model life cycle:

  • Model Selection - which model is most suitable for a given requirement
  • Data Analysis - obtaining, cleansing and analysing the financial data used in developing models
  • Model Build - using R or other suitable methods to build the model - e.g.: prepayment curves
  • Model Validation - fully validating colleagues models, both within ALM and the wider group
  • Model Implementation - inputting models to QRM (ALM System), Anaplan (Financial Planning System), Excel, etc., documenting, testing and maintaining them
  • Model Calibration - as new data becomes available, recalibrating and historically testing the existing models
  • Model Use - participate in the monthly Prepayment and Deposit Model forums which link ALM, the Businesses and Funding
  • Ad Hoc quantitative requests - increasingly, the models, associated tools and data are used to service ad hoc requests for analysis outside of the regular model lifecycle - for example MI on the latest impact due to Covid
    • What do we expect of youEducated to PhD, MSc or 1st Class degree level in a technical subject such as Science, Computing, Finance or Mathematics· A high-level of expertise with quantitative financial models, in particular ALM models· Understanding and experience of the full model life-cycle: Selection, Development, Validation, Calibration, Implementation· Extensive data analysis experience and ability· Working within Treasury/Risk/ALM for a significant period of time, preferably at a retail bank· Coding experience in a statistical language (R, S+, SAS, Python stats packages), preferably R or Python· Implementation of financial models for ALM or Treasury, preferably within QRM· Excellent Excel and VBA· Good understanding of data, statistics and applied financial modelling· Data Science skillset - data-mining, visualisation (eg: Tableau), ML & AI, presenting, coding (SQL, Python, R, etc)What can you expect of us
  • A friendly and flexible culture, synonymous with our proposition to our customers.
  • A growing organisation that defines itself as being nimble, lean and strong.
  • A drive for continuous improvement, which you will be empowered to get behind from day one.
  • A communicative, accessible and approachable ExCo.
    • And of course, you will be compensated competitively, with a good range of core benefits and bonus potential.Still CuriousAldermore Group was formed by bringing together two very successful businesses, Aldermore Bank and MotoNovo Finance, under the First Rand umbrella. Whilst our parent company operates internationally from their HQ in South Africa, we are a UK-based financial services specialist that supports our customers across a range of products and services, with hubs throughout the UK, including London, Reading, Manchester and Cardiff.Underpinned by our strategic blueprint, "backing people to fulfil lifes hopes and dreams", we thrive upon saying "yes" to our customers. We respect the ingenuity of entrepreneurs and their startups; we give first-timers a leg-up onto the property ladder; and we open up the lending market to many.This is where you come in. We are on a journey. A journey defined by a destination; to deliver on our purpose over the course of the next 3 to 5 years.Join us today and we will make the same promises to you as an employee, as we do to each of our customers. We value your differences; welcoming applications from all sections of society. We continue to build an inclusive, empathetic and creative environment; where your views and contributions will inspire new ways of thinking.Aldermore is an equal opportunities employer.We do not accept speculative agency CVs. Any CV received by Aldermore will be treated as a gift and not eligible for an agency fee. PSL agencies should only send CVs if authorised to do so by HR. Required skills
  • developer
  • analytics
  • modeller
  • quantitative
  • data science
  • frm

    • Keyskills :
    developer analytics modeller quantitative data science frm

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