Financial Risk Modeller

4 weeks ago


London, United Kingdom Sanderson PLC Full time

Prudential Risk Modeller

Industry: Banking
Fully remote
£Collaborating with key figures in Finance and other relevant departments to empower the Bank in accurately modeling its financial standing, both in the present and future, both tactically and strategically. This involves focusing on crucial areas such as financial forecasting and analysis pertaining to the bank's balance sheet, income, capital, interest rates, and liquidity risks.

BAU forecast, scenarios and stressesInterest Rate Risk in the banking book modelling (IRRBB):

Gap analysis, balance sheet NPVs and links with FSA017 regulatory reporting
Repricing behaviour analysis
Lending pricing modellingLiquidity risk modelling:

Deposit behaviour analysis
Regulatory capital requirements: Regulatory capital resource management
Support for ALCO, Pillar3, ICAAP, ILAAP, Recovery Plan including stress testing
Support for other financial forecasting and modelling requirements

Liquidity risk, Prudential Regulation, ALM, Capital management, IRRBB



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