IRRBB Data Analyst - Treasury

London, England, United Kingdom

Full Time Mid-level / Intermediate
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Starling Bank

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Starling Treasury manages the bank’s rapidly growing balance sheet. We are responsible for managing liquidity, funding, IRRBB and structural risks using cash, investment securities, interest rate derivatives and foreign exchange.

We are now looking for an IRRBB modeller to work within the Treasury area of the Bank. This is an integral part of Treasury which is responsible for designing and running IRRBB stress testing and models.

Responsibilities

  • Building and maintaining EVE and IRRBB models in accordance with bank policy
  • Reporting exposures to front office and compiling risk reports
  • Supporting the Finance and Accounting teams for interest rate hedging
  • Maintaining PFE model for counterparty credit risk
  • Supporting ICAAP production

Requirements

  • Experience of data handling and stress testing in first or second line
  • Experience of working in a bank or large corporate Treasury or Risk department
  • Good knowledge of Treasury products
  • Familiarity with IRRBB regulations
  • A problem solver with strong quantitative skills
  • Professional qualification or equivalent experience
  • VBA/SQL/Python experience a bonus

Benefits

  • 33 days holiday (including public hols). You’ll also get your birthday on us
  • 16 hours paid volunteering time a year
  • Private Medical Insurance with VitalityHealth
  • Contributory pension scheme
  • We have many varied social groups set up and run by our employees - ForTheWin (a gaming group), Starling FC, book club and many more!
  • Discounts on cinema tickets, restaurants, shopping and train tickets via a Perkbox membership
  • Access to ‘salary sacrifice’ benefits such as Cycle to Work scheme
  • Gym membership options

Full details are available on our careers site


About Us:

We are a leading digital bank on a mission to disrupt the banking industry. We’ve built an app with smart money management tools to help our customers live a healthier financial life. We also offer groundbreaking B2B banking and payments services.

Since our launch in 2014, we’ve surpassed 2.5 million accounts in total: including 400,000 business accounts for small and medium-sized enterprises (SMEs). Our total deposits, meanwhile, have surpassed £7 billion over the same period.

We’re a fully licensed UK bank, and we have the culture and spirit of a fast-moving, disruptive technology company. We’ve won the Best British Bank award four years running, and now employ more than 1,700 people across our London, Southampton and Cardiff offices.

Starling Bank is an equal opportunity employer, and we’re proud of our ongoing efforts to foster diversity & inclusion in the workplace. Individuals seeking employment at Starling Bank are considered without regard to race, religion, national origin, age, sex, gender, gender identity, gender expression, sexual orientation, marital status, medical condition, ancestry, physical or mental disability, military or veteran status, or any other characteristic protected by applicable law.

By submitting your application, you agree that Starling Bank may collect your personal data for recruiting and related purposes. Our Privacy Notice explains what personal information we may process, where we may process your personal information, its purposes for processing your personal information, and the rights you can exercise over our use of your personal information.

Job region(s): Europe
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