TreasuryIRRBBAnalyst:QuantitativeAnalytics

Hello, we’re Starling. We built a new kind of bank because we knew technology had the power to help people save, spend and manage their money in a new and transformative way. We’re a fully licensed UK bank with the culture and spirit of a fast-moving, disruptive tech company. We’re a bank, but better: fairer, easier to use and designed to demystify money for everyone. We employ more than 3,500 people across our London, Southampton, Cardiff and Manchester offices. This role sits in the Quantitative Analytics pillar of the IRRBB team within Treasury. We are a small but growing team that focuses on behavioural modelling of the Bank’s evolving balance sheet. We are at the intersection of Finance, Risk and Data Science, combining aspects of all three disciplines in our work and acting as technical experts with deep financial and programming skills. The IRRBB team is part of Treasury, where we manage liquidity, funding, interest rate risk and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. The Analyst will primarily focus on ALM but will also have the opportunity to closely collaborate with other Treasury areas through their modelling work. This is a permanent role in the team to continue building capacity, and you will be a key driver in the development, implementation, and maintenance of the behavioural models used through the Bank. **Key Responsibilities** * Developing, testing, and documenting behavioural models and related processes within the Bank * Monitoring model performance and customer behaviour * Developing and expanding our internal quantitative Python library tools * Collaborating with IRRBB colleagues on behavioural assumption changes * Generating insightful analysis on Bank products and customer segments * Running and maintaining Interest Rate Risk models in accordance with Bank policy * Supporting the wider Finance team with interest rate risk hedging strategies * Providing quantitative modelling support