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ALM Modeller

  • Location: London
  • Salary:
  • Job type: Permanent
  • Job reference: 169202
  • Sector: Banking
Job Description

The ideal candidate will have an understanding / experience of any one of the following areas:

  • Understanding and practical experience of retail banking with reference to IRRBB, FTP and wider treasury functions
  • Understanding of statistical techniques and the ability to discuss their importance, i.e predictive power, goodness fit and model specification
  • Ability to work with other teams to obtain data required for model development
  • Ability to communicate complex ideas to a wide audience
  • Ability to maintain regulatory knowledge to ensure the compliance of methodologies
  • Assist the wider ALM team
  • Excel, VBA, SAS, SQl

Desirable

  • Degree/Masters in a quantitative discipline
  • Strong communication skills
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