Overview
We’re looking for two interim specialists to provide focused expertise to Group Corporate Treasury across Funds Transfer Pricing (FTP) and Interest Rate Risk in the Banking Book (IRRBB). In this role, you’ll take ownership of reviewing, assessing, and enhancing model risk documentation for two of our core systems—QRM and FTP Murex.
Job Description
Job Title: Treasury Manager – 12-month secondment
Salary: £70,929 – £78,810
Location: One role is based in Leeds, Wellington Place; one role in London, Old Broad Street
Hours: Full Time, 35 hours per week
Working Pattern: Hybrid – at least two days per week (40%) at one of our office sites
Specify preferred location on application: Leeds or London.
You’ll step into an interim role shaping how we manage FTP and IRRBB, leading the review and enhancement of key models—QRM and FTP Murex—to strengthen governance, controls, and documentation in line with PRA Model Risk Management standards (SS1/23).
Day‑to‑Day Responsibilities
- Interpret SS1/23 and internal requirements, assessing their application to QRM and FTP Murex, across IRRBB reporting and FTP methodology.
- Perform a targeted gap analysis between existing model risk practices and documentation and the associated requirements.
- Collaborate with groups across the Group to build robust, detailed, and coherent documentation, combining technical knowledge and expertise.
- Work closely with the Technology team to understand the system design, configuration and automation underpinning the models.
- Review and enhance existing documentation to meet Model Risk standards, ensuring accurate reflection of model logic, clear articulation of assumptions, and traceability between technical design and business usage.
What You’ll Need
- A solid understanding of Model Risk Management, particularly within a banking environment.
- Strong technical knowledge, with experience reviewing quantitative risk or Treasury models.
- Familiarity with Treasury reporting and regulatory expectations.
- Excellent written communication skills, including technical documentation, and ability to translate complexity into simplicity.
- A proven track record of collaboration and stakeholder management.
- Ability to work independently and deliver at pace.
Benefits
- A generous pension contribution of up to 15%
- An annual performance-related bonus
- Share schemes including free shares
- Benefits you can adapt to your lifestyle, such as discounted shopping
- 30 days’ holiday, with bank holidays on top
- A range of wellbeing initiatives and generous parental leave policies
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