Head of Modelling

  • Negotiable
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Michael Page
  • 14 Mar 18 2018-03-14

My client is looking for someone to be responsible for the development of the ALM models and manage the FTP framework. This individual will also be responsible for implementing these models into the bank's ALM system (QRM).

My client is a well-established challenger bank. This role is based in London.


The Head of Modelling will be responsible for:

  • Implementation and improvement of the FTP framework
  • Deposit behavioural models, including new inflows and retention
  • Prepayment models for assets
  • Other ALM models where required
  • This role may also involve managing a junior member of the team at a later stage


The successful Head of Modelling will have:

    • Strong statistical modelling skills (preferably R or other relevant languages like SAS, Python, MatLab)

    • Stakeholder management, to be able to drive the changes and engage all relevant people

    • FTP & ALM understanding.

  • People management experience, or interest in managing people in this role

Job Offer

This is a permanent role based in London.