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Treasury Modeller

Job LocationLondon
EducationNot Mentioned
Salary65,000 - 80,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

TREASURY MODELLERLONDONUp to £80,000A digital bank with an excellent brand and top customer ratings who are quickly becoming one of the UKs best banks.Its a fast-paced, tech-driven environment who are challenging the status quo and making banking better for everyone.THE ROLEThis role sits within the Treasury function, responsible for the banks balance sheet including managing liquidity, funding and IRRBB. This role itself involves developing and monitoring their IRRBB models and processes

  • Development and management of Treasury models for IRRBB
  • Develop approaches for enhancing measurement and reporting of IRRBB MI
  • Providing support and input to the ICAAP from an IRRBB perspective
  • Keeping abreast of key regulatory developments that are impacting the IRRBB management and process, including advice and analysis of potential impacts
REQUIREMENTS:
  • Experience handling large quantities of data, ideally using SQL, Python or VBA but strong Excel skills will also work
  • Strong Treasury experience
  • Experience in a stress-testing environment
  • Strong financial services experience
  • Knowledge of IRRBB regulations
BENEFITS
  • Up to £80,000 (no bonus)
  • Work in an exciting fintech who are making banking better

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