Head Modelling & Analytics

Provide strategic direction, specialist expertise and support in the sourcing, reporting, and analysis of data for best practice funding and liquidity risk management and depositor insurance purposes. Design, build, maintain and optimise Treasury models and End User Developed Applications (EUDA) supporting funding and liquidity risk. Develop /optimise a robust cash-flow engine, assumptions and scenario frameworks using sound quantitative techniques in a control-based environment. Perform detailed back-testing, sensitivity analysis and ongoing performance monitoring to ensure models and EUDAs are accurate, stable and fit for funding and liquidity risk management and depositor insurance reporting.

• Develop/optimise and maintain Treasury cash flow engine and EUDAs to ensure accurate reporting, forecasting, and behavioural assumptions supporting funding and liquidity risk and depositor insurance reporting.
• Implement quantitative solutions to measure and monitor liquidity metrics and funding stability. Support production of regulatory measures through model/EUDA development, data analysis and automation of calculation processes. Conduct stress testing and scenario modelling to assess the impact of market movements and balance sheet changes.
• Extract, transform and analyse large Treasury datasets to support modelling and reporting requirements. Build scalable, well-documented code and automated pipelines to improve model efficiency, reproducibility and governance. Enhance existing tools through optimisation, refactoring and improved data validation controls.
• Produce clear technical documentation covering model methodology, assumptions and limitations. Assist with model validation exercises, benchmarking, remediation actions and audit queries. Ensure development practices align with internal model risk standards and regulatory expectations.
• Work closely with ALM, Funding, Risk and Finance teams to translate business requirements into quantitative solutions. Provide technical explanations of model outputs and assumptions to both quantitative and non-technical stakeholders.
• Develop, manage and support internal capability of a sustainable high performing team who will ensure the necessary resources are in place to achieve business strategy and objectives; while encouraging professional growth.
• Stay current with industry developments in Treasury modelling, balance sheet analytics and financial risk measurement. Proactively identify opportunities to enhance modelling approaches, improve computational performance and strengthen analytical capabilities.

• A strong statistical modelling/ data science background preferably with model development experience.
• Proficiency in programming languages such as Python and SAS. Experience in data manipulation, statistical analysis, and numerical computation.
• Experience with Power BI and Qlikview/QlikSense.
• Excellent verbal and written communication skills with the ability to explain complex quantitative concepts.
• 3–5 years’ experience in quantitative modelling, Model Development or Treasury / ALM within a banking or financial services environment.
• Proven experience developing or maintaining forecasting, optimisation or behavioural models.
• Practical programming experience in Python and SAS, including building production-ready analytical tools.