Description
I am searching for a SAS Analyts to pick up the following requirement on behalf of my banking client:Title: SAS Analyst
Location: Gloucester
Start Date: June
End Date: 6 months (potential to extend)
Rate: £300 - £350 Per day
Role Desc
ALM Mortgages is responsible for the management of all funding and hedging transactions completed on behalf of my financial services client.
The main purpose of this role is to calculate and monitor the assumptions required for hedging the mortgages book.
Key Accountabilities
- Calculating and monitoring prefunding requirements of all Mortgage products.
- 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
- Creation of mortgage prepayment curves for use in accounting and forecasting
- Complete statutory and Continuing Professional Education training.
Stakeholder management
Capabilities
* Highly proficient in Excel ( Advanced Excel Skills)
* Analytical Skills
* Develop practical understanding of relevant financial systems and processes
* Awareness of market and industry environment (commercial awareness)
* Good interpersonal skills
* Customer focus in line with SLA
* Ability to implement change
* Planning, organisation and prioritisation
* Presentation skills
* Project management
* Highly numerate
* Proven record of simplifying complex processes and outputs and be confident presenting and communicating to colleagues and senior members within Verde
* Knowledge of SAS
* Knowledge of forecasting or modelling