Local Knowledge Global Resources Specialist Consultants

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Product Modeller (Treasury)

Location: London, England, United Kingdom

Salary: £Competitive package

Growing banking group seeks a treasury modeller to design, build and develop behavioural models for products.

Key responsibilities:

  • Develop models for products for use in various processes across the bank including hedging, IRRBB reporting, liquidity etc
  • Ensure the models are properly documented and maintained (e.g. back testing, establishing EWIs)
  • Propose methodology enhancements arising from regulatory developments, and new product coverage
  • Business interface building a strong understanding of products and translating the business assumptions

The successful candidate will have quantitative background in Risk, Treasury or Finance. You will have knowledge of Excel VBA, SQL or SAS. Any knowledge of ALM systems would be beneficial but not essential.  You must have a genuine interest in working in a Treasury function.