Description
Due to the continued expansion of a large scale project, an opportunity for an experienced Modeller has arisen within this International Bank.
Responsibilities:
- The Primary function is the design & build of a Balance Sheet management system.
You must be an Excel expert, able to create complex models which include:
- Custom Dimensions & Fields
- Products & Accounts
- Scenarios & Strategies
- Parameterised Assumptions using multi dimensional look up tables
- Ability to calculate risk metrics & Net interest margin.
What we are looking for:
- A Banking Background is strongly preferred but other FS backgrounds are considered. You must have worked in an Asset Liability Management (ALM) function and have excellent presentation skills to senior management.
- Strong academics are also required, a mathematics based degree.