Requirements
* 2+ years’ experience using ALM software tools and ability to demonstrate strong understanding of ALM Modelling
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* 2+ years’ experience with Excel functionality and capabilities to proactively review, challenge and streamline existing models or build new modelling capability
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* At least 2 years’ experience in confidently explaining technical topics both verbally and in business commentaries
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* 12 months or more proven ability to debate and influence with senior stakeholders
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* Proven experience within the last 12 months of a high level of intellectual capacity driving an ability to grasp new techniques quickly
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* At least 12 months experience of key Market Risk management techniques including:
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* Net Interest Income Sensitivities
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* Market Value
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* Basis Risk
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* Stress Testing
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* Current awareness of market and industry environment including an in-depth knowledge of LBG products and organisation
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* (Desirable) 2+ years’ experience and use of QRM, to manage market risk
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* (Desirable) Positive attitude with enthusiasm to contribute to an engaged team culture
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* (Desirable) Self-awareness and ability to drive own development
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* We know that great talent comes from many backgrounds. Whilst this job advert may reference specific years of experience, we recognise that skills are developed in many ways, so if you have relevant, transferable experience, we encourage you to apply
What the job involves
* An opportunity has arisen for an accomplished Manager to work closely with the Senior Manager, IRRBB in delivering best in class modelling and reporting to a broad range of stakeholders
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* This is a highly visible role with exposure to senior colleagues across Group Corporate Treasury and Risk, in addition to the full customer balance sheet
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* This 6 month Fixed Term Contract opportunity has arisen for an accomplished Manager to work closely with the Senior Manager, IRRBB in delivering best in class modelling and reporting to a broad range of stakeholders
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* Build and maintain QRM models for Net Interest Income (NII), and Market Value (MV) calculations
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* Establish and build effective relationships with Risk and Finance partners to support the delivery of business assumptions into QRM and supporting stress testing
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* Lead change and testing efforts for QRM model enhancements, including UAT planning and execution
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* Producing and completing test output governance, including documentation
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* Collaborate with Treasury, Risk, and Finance partners to gather requirements and deliver model improvements
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* Ensure models align with regulatory expectations (e.g., ICAAP, SOTs, stress testing) and internal governance standards
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* Manage and minimise operational risks via robust control frameworks underpinning processes
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* Continuously strive for process improvements to enable time for value adding activity and qualitative review
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* Support agreed change initiatives to deliver agreed objectives of IRRBB team
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* Support simplification of the ALM model and continued development of model assumptions, including the development of dynamic modelling and back testing
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* There are three opportunities across the locations and potential to extend the FTC
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