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    Modeller - London, United Kingdom - Sanderson PLC

    Sanderson PLC
    Sanderson PLC London, United Kingdom

    1 week ago

    Default job background
    Description
    Prudential Risk Modeller


    Industry:
    Banking

    Fully remote
    £Collaborating with key figures in Finance and other relevant departments to empower the Bank in accurately modeling its financial standing, both in the present and future, both tactically and strategically. This involves focusing on crucial areas such as financial forecasting and analysis pertaining to the bank's balance sheet, income, capital, interest rates, and liquidity risks.
    BAU forecast, scenarios and stressesInterest Rate Risk in the banking book modelling (IRRBB):
    Gap analysis, balance sheet NPVs and links with FSA017 regulatory reporting
    Repricing behaviour analysis
    Lending pricing modellingLiquidity risk modelling:
    Deposit behaviour analysis

    Regulatory capital requirements:
    Regulatory capital resource management
    Support for ALCO, Pillar3, ICAAP, ILAAP, Recovery Plan including stress testing
    Support for other financial forecasting and modelling requirements
    Liquidity risk, Prudential Regulation, ALM, Capital management, IRRBB #J-18808-Ljbffr

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