- Senior Treasury Modeller (200000D6) Senior Treasury Modeller - ( 200000D6 ) Description Heard of us? We’re an award-winning bank; backingpeople to fulfil life’s hopes and dreams. Now is your chance… The ALM Modelling and Analytics team areresponsible for the financial models in ALM and the wider Treasury. Theypersonally own, develop, implement and validate all the Liquidity models, usedto adjust the Bank’s forecast balance sheet to account for customer behaviour.They are Treasury’s main representatives in the Bank’s Model ManagementFramework, and as such provide guidance and input for other Treasury teamsresponsible for models within areas such as FTP and ICAAP, as well as ensuringbest practice and working on group-wide projects to embrace new modellingtechnologies and methods. Analytics and data science are core to theBank’s strategy, and the team, as SMEs, are playing a large part – producing adhoc analysis for stakeholders up to board level, as well as championing the useof models, data and the latest techniques. It is an enjoyable and exciting,ever-changing area to work in, and at the core of ALM, Treasury and the widerBank’s business. The role of Senior Treasury Modeller is really important tous. It is a varied, interesting and exciting role which will suit amathematically-minded modelling and data expert, with strongattention-to-detail and a pro-active, can-do attitude. You will work closelywith the Head of Modelling and Analytics, as well as perform a significant rolewithin the rest of ALM and wider Treasury team. When the time is right,we would love to welcome you to our London office. In the meantime you will bebased remotely. You’ll be made to feel part of your new team by your LineManager, Head of Modelling and Analytics – Treasury, and colleagues throughregular contact and virtual interaction. What would your day look like? You will beinvolved in all stages of the model life cycle: ModelSelection - which model is most suitable for a given requirement DataAnalysis - obtaining, cleansing and analysing the financial data used indeveloping models ModelBuild - using R or other suitable methods to build the model - e.g.: prepaymentcurves ModelValidation - fully validating colleagues' models, both within ALM and the widergroup ModelImplementation - inputting models to QRM (ALM System), Anaplan (FinancialPlanning System), Excel, etc., documenting, testing and maintaining them ModelCalibration - as new data becomes available, recalibrating and historicallytesting the existing models ModelUse - participate in the monthly Prepayment and Deposit Model forums which linkALM, the Businesses and Funding Ad Hocquantitative requests – increasingly, the models, associated tools and data areused to service ad hoc requests for analysis outside of the regular modellifecycle – for example MI on the latest impact due to Covid Whatdo we expect of you? Educatedto PhD, MSc or 1 st Class degree level in a technical subject such asScience, Computing, Finance or Mathematics A high-level of expertise with quantitative financial models, in particular ALM models Understanding and experience of the full model life-cycle: Selection, Development, Validation, Calibration, Implementation Extensive data analysis experience and ability Working within Treasury/Risk/ALM for a significant period of time, preferably at a retail bank Coding experience in a statistical language (R, S+, SAS, Python stats packages), preferably R or Python Implementation of financial models for ALM or Treasury, preferably within QRM Excellent Excel and VBA Good understanding of data, statistics and applied financial modelling Data Science skillset - data-mining, visualisation (eg: Tableau), ML & AI, presenting, coding (SQL, Python, R, etc) What can you expect of us? A friendly and flexibleculture, synonymous with our proposition to our customers. A growing organisation thatdefines itself as being nimble, lean and strong. A drive for continuousimprovement, which you will be empowered to get behind from day one. A communicative, accessibleand approachable ExCo. And ofcourse, you will be compensated competitively, with a good range of corebenefits and bonus potential. Still Curious? AldermoreGroup was formed by bringing together two very successful businesses, AldermoreBank and MotoNovo Finance, under the First Rand umbrella. Whilst our parentcompany operates internationally from their HQ in South Africa, we are aUK-based financial services specialist that supports our customers across arange of products and services, with hubs throughout the UK, including London,Reading, Manchester and Cardiff. Underpinnedby our strategic blueprint, “backing people to fulfil life’s hopes and dreams”,we thrive upon saying “yes” to our customers. We respect the ingenuity ofentrepreneurs and their startups; we give first-timers a leg-up onto theproperty ladder; and we open up the lending market to many. This is where you come in. We are on ajourney. A journey defined by a destination; to deliver on our purpose over thecourse of the next 3 to 5 years. Join us today and we will make the samepromises to you as an employee, as we do to each of our customers. We valueyour differences; welcoming applications from all sections of society. Wecontinue to build an inclusive, empathetic and creative environment; where yourviews and contributions will inspire new ways of thinking. Aldermore isan equal opportunities employer . We do not accept speculative agency CVs. Any CVreceived by Aldermore will be treated as a gift and not eligible for an agencyfee. PSL agencies should only send CVs if authorised to do so by HR. Wherea DBS check or CIFAS check is identified as necessary, all application forms,job adverts and recruitment briefs will contain a statement that an applicationfor a DBS certificate or a CIFAS check will be submitted in the event of theindividual being offered the position Primary Location : GB-GB-London Work Locations : London 6th Floor The Monument Building11 Monument Street London EC3R 8AF Aldermore 2019 Legal terms and disclaimer. Aldermore Bank PLC is authorised by the Prudential Regulation Authority and regulated by the Financial Conduct Authority and the Prudential Regulation Authority. (Financial Services Register number: 204503). Registered Office: 1st Floor, Block B, Western House, Lynch Wood, Peterborough PE2 6FZ. Registered in England No. 947662.