Job Description
About the role
We have a new role that sits within our Financial and Model Risk (FaM) Function called Senior Analyst Treasury and Financial Models Validation and Oversight.
FaM are a trusted advisor and critical friend to the 1st line of defence. Our key purpose is to enable the business to make effective risk-based decisions, considering the prudential regulatory framework and underpinned by robust controls and governance.
This opportunity is to primarily focus on the validation and oversight of Treasury and Financial models and calculators. This includes behavioural, liquidity and funding, capital, hedging, pricing, valuation and cashflow models.
This role requires a specific skillset and its important the role holder has significant experience of developing or validating Treasury and Financial Models.
The role involves reviewing and challenging Treasury and Financial models to ensure they meet performance and governance standards. It includes applying statistical techniques using specialist software to assess model effectiveness, developing performance metrics and challenger models, and documenting findings for presentation at key forums. The analyst will build strong relationships with stakeholders across Treasury, Finance, and Product teams, and contribute to broader Treasury Risk Oversight and Model Validation activities.
Location:We operate on a team ledhybri...