Senior Treasury Analyst--modelling

There is an exciting opportunity to join the Modelling & Analytics team as a Senior Analyst within Framework and Modelling, Treasury.

The Framework & Modelling team play a crucial role in helping ensure Nationwide's financial risks are managed appropriately to maintain the long-term stability of the Society whilst providing our members with the products they need.

The Modelling & Analytics team's core purpose involves modelling across areas such as Capital, Liquidity, and Interest Rate Risk in the Banking Book (IRRBB). This means we have exposure to a broad range of different activities crucial to the way the Societyoperates and makes us a great place to learn about Treasury, Finance, Risk Management and Modelling.

However, we are more than just a regulatory function, we are continuingly looking to advance our modelling and analytics capabilities to provide deeper insight in support of Treasury and Finance & Efficiency. To do this we need enthusiastic analysts, modellersor data scientists who thrive on solving problems, driving new insight and ideas and thinking about things differently.

At Nationwide we openly put our 15 million members at the centre of every decision we make as a business. Every role, no matter what it's doing, is member focused.

Your success isn't based on how long you spend at your desk. You'll have contracted hours, but we're always happy to support flexible working wherever we can. That might mean working from home or different Nationwide offices or agreeing a working patternto help you balance work and life. We will always strive to find a way that works for everyone.

**What you'll be doing** Joining the Treasury Modelling & Analytics team, you will be working on the development of models used for a range of purposes (e.g. Pillar 2A Capital, Stress Testing, Hedging, Strategic decisions & Regulatory reporting) and covering a broad range of risks(e.g. Liquidity, Product, Behavioural, Operational and Credit Risks).

As a senior analyst you will be part of a team that are always seeking new and innovative ways to meet our purpose. Your role will be to develop and maintain our models, using statistical modelling techniques from simple regressions and Monte Carlo simulationsto more complex machine learning techniques using predominantly SAS and Python. You will also need to gain an in-depth knowledge of the business areas that are your customers.

In this role you will proactively identify and suggest enhancements both in design and process to ensure best practice for model development, and you'll use your experience in modelling & analytics to support others to do the same.

**About you** **This role is all about model development, analytics and so you'll need to have**:

- Experience in a numerate discipline such as physics, maths or engineering
- Experience in a modelling or analytics role
- A high level of IT literacy
- An inquisitive mind and an aptitude for problem solving
- The ability to use your analytical skills to come up with innovative solutions and ideas
- Previous programming experience with SAS

We will also be looking for:

- great communication skills
- a record of taking the initiative on complex tasks
- the ability to plan and deliver solutions to tight deadlines
- other coding experience such as Python, R or VBA

We're also interested in who you are as a person. Why? Because our membership is made up of so many different kinds of people, so we want our employees to be just as diverse. We'd love to hear about:

- Your values, and what makes you who you are
- How you'd make a difference to our members in this role

**The extras you'll get** There are all sorts of employee benefits available at Nationwide, including:

- A personal pension - if you put in 7% of your salary, we'll top up by a further 16%
- Up to 2 days of paid volunteering a year
- Life assurance worth 8x your salary
- A great selection of additional benefits through our salary sacrifice scheme
- Access to an annual performance related bonus
- Access to training to help you develop and progress your career
- 25 days holiday pro rata

Lorien Internal is acting as an Employment Agency in relation to this vacancy.