Senior Analyst, Treasury Modelling

Purpose of Job

The Treasury Modelling team within the Treasury group is responsible for the management of the department’s programmed modelling solutions along with providing analytical support, behavioural modelling and help to achieve operational efficiencies. This role is a multi‑faceted one, as responsibilities includes supporting Treasury’s programming and quantitative analysis. The incumbent will be instrumental in automating complex departmental models.

The Work!

Develop efficient processes for quantitative models (30%)

• Build programmed solutions and processes based on requirements from the Treasury and Capital Markets team.
• Automate existing spreadsheet‑based analysis and replicate results from other platforms.
• Efforts will focus on funds transfer pricing models / margin reporting, hedge accounting report, duration calculation, liquidity matching, stress testing, liquidity regulato...