Treasury IRRBB Analyst (Quantitative Analytics)

This role sits in the Quantitative Analytics pillar of the IRRBB team within Treasury. We are a small but growing team that focuses on behavioural modelling of the Bank's evolving balance sheet. We are at the intersection of Finance, Risk and Data Science, combining aspects of all three disciplines in our work and acting as technical experts with deep financial and programming skills.

The IRRBB team is part of Treasury, where we manage liquidity, funding, interest rate risk and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. The Analyst will primarily focus on ALM but will also have the opportunity to closely collaborate with other Treasury areas through their modelling work.

This is a permanent role in the team to continue building capacity, and you will be a key driver in the development, implementation, and maintenance of the behavioural models used through the Bank.

Responsibilities

• De...