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Senior Treasury Modeller

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The ALM Modelling and Analytics team are responsible for the financial models in ALM and the wider Treasury. They personally own, develop, implement and validate all the Liquidity models, used to adjust the Bank's forecast balance sheet to account for customer behaviour. They are Treasury's main representatives in the Bank's Model Management Framework, and as such provide guidance and input for other Treasury teams responsible for models within areas such as FTP and ICAAP, as well as ensuring best practice and working on group-wide projects to embrace new modelling technologies and methods.

Analytics and data science are core to the Bank's strategy, and the team, as SMEs, are playing a large part - producing ad hoc analysis for stakeholders up to board level, as well as championing the use of models, data and the latest techniques. It is an enjoyab...

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PostedFebruary 14, 2021
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