QRM Modelling Developer – 12 Month FTC in Leeds

Responsibilities

• Build and maintain models for Net Interest Income (NII), and Market Value (MV) calculations
• Establish and build effective relationships with Risk and Finance partners to support the delivery of business assumptions into QRM and supporting stress testing.
• Lead change and testing efforts for QRM model enhancements, including UAT planning and execution
• Producing and completing test output governance, including documentation.
• Collaborate with Treasury, Risk, and Finance partners to gather requirements and deliver model improvements.
• Ensure models align with regulatory expectations (e. g., ICAAP, SOTs, stress testing) and internal governance standards.
• Manage and minimise operational risks via robust control frameworks underpinning processes
• Continuously strive for process improvements to enable time for value adding activity and qualitative review
• Support agreed change initiatives to deliver agreed objectives of IRRBB team
• Support simplification of the ALM model and continued development of model assumptions, including the development of dynamic modelling and back testing.

Qualifications

• 2+ years’ experience using SQL with ability to demonstrate strong understanding of QRM Modelling.
• 2+ years’ experience with Excel functionality and capabilities to proactively review, challenge and streamline existing models or build new modelling capability.
• 12 months or more proven knowledge of Retail Banking Products.
• At least 2 years’ experience in confidently explaining technical topics both verbally and in business commentaries.
• 12 months or more proven ability to debate and influence with senior stakeholders.
• Proven experience within the last 12 months of a high level of intellectual capacity driving an ability to grasp new techniques quickly.
• At least 12 months experience of key Market Risk management techniques including: Net Interest Income Sensitivities Market Value Basis Risk Stress Testing
• Experience using Python to build/maintain models is a plus.
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