ALM Modeller Full Time Permanent

A very interesting option has come up for a Senior ALM Modeller.

This team has a great set up with wide range of work, however the main focus is on NII and capital requirements. 

There is a big focus on behavioural models and working on trends and data analytics. 

The role will suit someone with pure model development, IRRBB background would be ideal – however even if you worked in Insurance this would be of interest too.

The ability to take ownership of a project and lead it, working with regulators.

You need to be able understand the metrics and regulations, to see how IRRBB will impact on the bank.
 

• You will need an MSc or PhD in a Quantitative field such as Econometrics, Mathematics, Physics or Engineering.
• Financial service background – Insurance, Banking, Consulting or Investment Management
• Strong Python is preferred in terms of programming
• Ability to produce quality presentations, analysis, technical modelling documentation and coding

Please do apply now to be considered, this will suit either an international candidate keen to relocate or also a great option for a local candidate to take a step up in responsibility