Job description
We're looking for an experienced balance sheet modeller. You will lead the review and redevelopment of key Liquidity Risk models and reports to meet the requirements of the ALM team and the internal governance processes, while supporting the team with their wider deliverables.
The Model Management & Development team sit within YBS’ Balance Sheet Management function which is at the heart of the business. We work with all areas of BSM and the wider Finance teams to understand the income, value and risk inherent in the balance sheet. Ultimately giving the business the tools required to make informed business decisions or submit controlled regulatory reports.
What you'll be doing
As an ALM modelling subject matter expert, you will ultimately be responsible for the design, development and maintenance of the key liquidity risk models and processes which are used by the Society.
The main areas you will be working on will be:
Embedding the Liquidity risk regulatory reporting suite into the Model Management & Development model and data landscape.
Design, develop and deliver model changes and redevelopments as required to meet the liquidity modelling requirements.
Ensuring robust controls and comprehensive documentation exists and meet all internal policies and standards
Work with the ALM team to support appropriate model use and understanding of controls, while ensuring they deliver appropriate requirements for model build
Collaborating with other members of the Modelling team to ensure developments fit within the established model and data landscape and supporting on wider team developments.
Each of these areas will involve working closely with other teams within the Balance Sheet Management department so developing and maintaining this engagement will be an important aspect of the role.
The Knowledge & Skills you’ll have
Detailed understanding of Ambit Focus or an equivalent system (QRM)
Proven experience working with liquidity risk models and reports
Knowledge of balance sheet risk metrics and how to model these
Experience with SQL
Good understanding of how financial products perform, particularly mortgages, savings and Treasury instruments.
Strong communication, engagement and influencing skills - demonstrating the ability to engage at senior level (up to Chief level).
Life at YBS
In addition to the usual benefits such as competitive salary, annual bonus and healthcare packages we offer you…
Flexibility – We offer a range of flexible working options to help you achieve a healthy work-life balance. Whether it’s finishing early for an appointment or fitting your studies and hobbies in around your working hours, we’ll help work to work for you.
Celebrating Success – From everyday thank you cards, to our annual ‘Raising the Roof’ gala to celebrate our golden ticket winners we acknowledge our colleagues successes no matter how big or small.
Giving Back – Fancy 31 hours of paid leave a year to get involved in community activities? Together last year, we completed more than 11,000 hours of volunteering!
Inclusivity - We don’t just accept difference — we celebrate it, we support it, and we thrive on it for the benefit of our colleagues, our customers and our community. We are proud to be an equal opportunities employer.
Site Perks – Some of our sites have added little extras such as a gym, restaurant and free parking at our Bradford site, roof garden in Leeds, and free parking at our Peterborough site.
So….
If you’ve got a solid background in Balance Sheet Modelling and you want to develop a career in an empowering, respectful and supporting business then why not join us?
Our people are our heart and soul; we’re commercial and caring, big enough to offer you a challenge and small enough for you to make a real impact. We’re devoted to putting people first and doing the right thing by providing real help with real life.
We’d love to hear from you so why not apply today and be Your Brilliant Self!
Any Questions – Contact Tazafia Mahmood via email at [email protected]