Corporate Treasury Modeller
Charities Aid Foundation, St Leonard's Street, Tonbridge and Malling
Corporate Treasury Modeller
£80000
Charities Aid Foundation, St Leonard's Street, Tonbridge and Malling
- Full time
- Permanent
- Onsite working
Posted 2 weeks ago, 5 Nov | Get your application in now before you miss out!
Closing date: Closing date not specified
job Ref: 9e2b499a9abf45bc93d62230803e147f
Full Job Description
- Prepare interest rate risk analyses and modelling, linked to Interest Rate Risk in the Banking Book (IRRBB)
- Be the "go to" person for liquidity risk modelling and stress testing
- Responsible for all risk management monitoring and modelling of the Treasury portfolio
- Assist with Funds Transfer Pricing (FTP) and deposit / lending pricing and modelling
- Be involved with ALCO, Pillar3, ICAAP, ILAAP, Recovery Plans etc
This role is for you if you have experience of working in Treasury modelling in Banking / Financial Services or have relevant transferable skills and are keen to make a difference to society. We are looking for: - In-depth knowledge of interest rate risk modelling and shock modelling
- Significant experience of liquidity risk modelling, stress testing and deposit behaviour analysis
- Previous Experience of FTP and deposit / lending pricing and Treasury risk management
- Good understanding of relevant Prudential Regulations and requirements
- Understanding of balance sheet, income and capital forecasting
- Excellent communicator used to dealing with individuals at all levels
We're looking for a talented Corporate Treasury Modeller to join our Finance team at CAF Bank, part of Charities Aid Foundation (CAF)., At CAF Bank, every one of us contributes to our impact, and as our Treasury Modeller you too will play an integral part in what we do., We are more than a bank. From the one-person causes to the large-scale organisations, we are the bank charities turn to. We believe in the power of good, and in treating the goals of charities as our own. We are owned by Charities Aid Foundation (CAF). CAF connects charities with funds, and we at CAF Bank help charities to manage those funds. Our connection with such a long-established charitable organisation highlights how we believe in banking with purpose. Diversity and inclusion We know that the more diverse and inclusive our organisation becomes, the more creative, effective and impactful we will be. Our aim is for our workforce to represent the society we serve, and we have embarked upon an ambitious pathway to achieve this. We want to attract, retain and develop the best of talent at all levels, and provide a leading and great place to work, where every voice matters. - Permanent hybrid ways of working where roles allow
- Six weeks holiday plus bank holidays
- A wide range of development opportunities to support personal and professional growth
- Pension scheme with better-than-market employer contribution options
- Social impact benefit schemes