Role details

Balance Sheet Risk Modeller

London   •   £60,000 - £65,000   •  Permanent

Bullet points

  • Balance Sheet Risk role in a large international bank
  • Broad and challenging role with room to grow

About Our Client

A large international financial services institution

Job Description

Sitting within Group Treasury the Balance Sheet Risk Modeller will be responsible for reviewing, establishing, developing, implementing, and maintaining the Group's balance sheet risk management methodologies and processes.

This will be done with particular regard to modelling of liquidity risk and interest rate risk in the banking book, incorporating best market practice and changes in regulatory environment, markets and business activity.

They will also ensure that practices and modelling methodologies are developed and articulated in a manner that can be interpreted in robust model development. Ensuring clear communication and interpretation of policies made at a global or macro-level through to detailed implementation in risk modelling and reporting frameworks.

The Successful Applicant

Knowledge of IRRBB, product modelling, relevant ALM system experience will be key.

Coupled with:

  • Demonstrable understanding of balance sheet risk principles and management practices
  • Demonstrable understanding of treasury and corporate, commercial and retail banking products, markets and risks
  • Excellent and proven analytical and model building skills.
  • Proven experience in writing and reviewing business requirement documents or other technical documents.
  • Ability to present technical concepts effectively to senior and/or lay audience.
  • Ability to manage work programmes, including working across different departments, countries and cultures.
  • Qualifications in a numerate, quantitative discipline. (e.g. Science, engineering, economics, finance).
  • Balance sheet risk management/control experience in banking.
  • Knowledge of balance sheet risk systems eg QRM, Fermat, Kamakura, OFSAA, BancWare.

What's on Offer

Challenging and varied Balance Sheet Risk Modeller role

Apply for this job

Click the Apply or LinkedIn button below or contact Nicola Waizeneker on +44 20 7776 5953 quoting job reference 13765560
As you are using an Apple iOS device we are unable to offer you the CV upload function. Please apply with your Linkedin profile below or contact Nicola Waizeneker on +44 20 7776 5953 quoting job reference 13765560