Description
Analyst, ALM Mortgages, Gloucester, £pd
My client, a leading bank, is currently looking for a Analyst on a large ALM Mortgages programme, this role will be an initial 11 month contract paying a daily rate of £ depending on the candidates experience.
You will meet the following requirements:
- Creation of mortgage prepayment curves for use in accounting and forecasting
- Redesigning the behavioural modelling process in SAS
- Calculating and monitoring prefunding requirements of all Mortgages
- Assessing, calculating and monitoring assumptions for Mortgage Allocation to Completion and Mortgage Prepayments.
- Liaising with the Commercial Pricing and Finance Forecasting teams
- Delivery of an integrated Mortgage approach into relevant modelling systems
- Calculation of funding rates for product pricing
- Evidence of effective risk mitigation and control
- Highly proficient in Excel Advanced Excel Skills
- SAS
- Regression analysis in SAS desirable
- Develop practical understanding of relevant financial systems and processes
- Customer focus in line with SLA
- Project management
- Proven record of simplifying complex processes and outputs and be confident presenting and communicating to colleagues and senior members within Verde
This is a unique opportunity to secure a long term contract position with a top bank, and be part of a growing team. If you match the above criteria please apply now by sending in your CV ASAP.
Sthree UK is acting as an Employment Business in relation to this vacancy.