We have been appointed to manage the Treasury department recruitment campaign for one of the UK’s top high impact Banks. The latest phase of this will see us offer a series of fixed term / day rate contract roles to market. All are anticipated to be for 12 month periods. This particular role will focus on core Treasury Modelling & Analytics responsibilities. Hybrid working available - You can use various UK office locations(including London) from which to fulfil your two day a week office attendance requirement
Role Description
* Provide subject matter expertise in advanced Treasury modelling
* Support the head of the treasury modelling & analytic team to deliver change
* Make recommendations on the best way to create a group view of pillar 2A Model requirements across both entities
* Take independent action to find efficiency improvements across the existing Treasury models
* Ad Hoc analysis and comparison of data sources from each entity
Role Requirements
* A degree in a relevant subject (such as Finance, Mathematics, Physics, Engineering or Economics) or other equivalent experience
* Advanced Coding experience (preferably in SAS but Python is useful as well)
* Modelling experience including building, maintaining and taking through governance, model lifecycle, undertaking change work on models, and developing models
* Capital Modelling and experience with wholesale IRB models preferable but not essential
* Leadership skills with a track record of delivering through a team
* Strong written and verbal communication skills
* Effective relationship building skills with both internal & external stakeholders