Treasury IRRBB Analyst: Quantitative Analytics

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This role sits in the Quantitative Analytics pillar of the IRRBB team within Treasury. We are a small but growing team that focuses on behavioural modelling of the Bank's evolving balance sheet. We are at the intersection of Finance, Risk and Data Science, combining aspects of all three disciplines in our work and acting as technical experts with deep financial and programming skills.

The IRRBB team is part of Treasury, where we manage liquidity, funding, interest rate risk and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. The Analyst will primarily focus on ALM but will also have the opportunity to closely collaborate with other Treasury areas through their modelling work.

This is a permanent role in the team to continue building capacity, and you will be a key driver in the development, implementation, and maintenance of the behavioural models used through the Bank.

Responsibilities

  • Developing, testing, and documenting behavioural models and related processes within the Bank
  • Monitoring model performance and customer behaviour
  • Developing and expanding our internal quantitative Python library tools
  • Collaborating with IRRBB colleagues on behavioural assumption changes
  • Generating insightful analysis on Bank products and customer segments
  • Running and maintaining Interest Rate Risk models in accordance with Bank policy
  • Supporting the wider Finance team with interest rate risk hedging strategies
  • Providing quantitative modelling support throughout the Treasury team

Requirements

  • Experience with economic, financial risk and/or behavioural modelling
  • Knowledge of Treasury functionality in highly preferred
  • Graduate level education with a numerical degree (e.g. Maths, Physics, Economics)
  • Strong technical skills of data handling and manipulation
  • Excellent programming knowledge, particularly in Python and SQL
  • The desire to use both traditional statistical modelling and applied machine learning
  • A problem solver with strong quantitative skills
  • The ability to distil complex ideas for presentation to a broad audience
  • Experience with developer tools such as GitHub and platforms such as GCP, AWS

Benefits

  • 25 days holiday (plus take your public holiday allowance whenever works best for you)
  • An extra day's holiday for your birthday
  • Annual leave is increased with length of service, and you can choose to buy or sell up to five extra days off
  • 16 hours paid volunteering time a year
  • Salary sacrifice, company enhanced pension scheme
  • Life insurance at 4x your salary
  • Private Medical Insurance with VitalityHealth including mental health support and cancer care. Partner benefits include discounts with Waitrose, Mr&Mrs Smith and Peloton
  • Generous family-friendly policies
  • Perkbox membership giving access to retail discounts, a wellness platform for physical and mental health, and weekly free and boosted perks
  • Access to initiatives like Cycle to Work and Salary Sacrificed Gym partnerships

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.

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Company: Starling
Apply for the Treasury IRRBB Analyst: Quantitative Analytics
Location: London
Job Description:

This role sits in the Quantitative Analytics pillar of the IRRBB team within Treasury. We are a small but growing team that focuses on behavioural modelling of the Bank’s evolving balance sheet. We are at the intersection of Finance, Risk and Data Science, combining aspects of all three disciplines in our work and acting as technical experts with deep financial and programming skills.

The IRRBB team is part of Treasury, where we manage liquidity, funding, interest rate risk and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. The Analyst will primarily focus on ALM but will also have the opportunity to closely collaborate with other Treasury areas through their modelling work.

This is a permanent role in the team to continue building capacity, and you will be a key driver in the development, implementation, and maintenance of the behavioural models used through the Bank.

Responsibilities

  • Developing, testing, and documenting behavioural models and related processes within the Bank
  • Monitoring model performance and customer behaviour
  • Developing and expanding our internal quantitative Python library tools
  • Collaborating with IRRBB colleagues on behavioural assumption changes
  • Generating insightful analysis on Bank products and customer segments
  • Running and maintaining Interest Rate Risk models in accordance with Bank policy
  • Supporting the wider Finance team with interest rate risk hedging strategies
  • Providing quantitative modelling support throughout the Treasury team

Requirements

  • Experience with economic, financial risk and/or behavioural modelling
  • Knowledge of Treasury functionality in highly preferred
  • Graduate level education with a numerical degree (e.g. Maths, Physics, Economics)
  • Strong technical skills of data handling and manipulation
  • Excellent programming knowledge, particularly in Python and SQL
  • The desire to use both traditional statistical modelling and applied machine learning
  • A problem solver with strong quantitative skills
  • The ability to distil complex ideas for presentation to a broad audience
  • Experience with developer tools such as GitHub and platforms such as GCP, AWS

Benefits

  • 25 days holiday (plus take your public holiday allowance whenever works best for you)
  • An extra day’s holiday for your birthday
  • Annual leave is increased with length of service, and you can choose to buy or sell up to five extra days off
  • 16 hours paid volunteering time a year
  • Salary sacrifice, company enhanced pension scheme
  • Life insurance at 4x your salary
  • Private Medical Insurance with VitalityHealth including mental health support and cancer care. Partner benefits include discounts with Waitrose, Mr&Mrs Smith and Peloton
  • Generous family-friendly policies
  • Perkbox membership giving access to retail discounts, a wellness platform for physical and mental health, and weekly free and boosted perks
  • Access to initiatives like Cycle to Work and Salary Sacrificed Gym partnerships

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.

#J-18808-Ljbffr…

Posted: May 20th, 2026