Financial Modelling Manager

Key Responsibilities

• Support the development, maintenance and enhancement of the group's financial models.
• Ensure models remain appropriately documented, controlled and governed in line with internal policies and regulatory expectations.
• Develop automated modelling solutions to improve efficiency and reduce operational risk. 
• Support model validation activities and independent model reviews. 
• Support the methodology and operation of the Group's EIR models. 
• Maintain key assumptions including redemption rates, customer behaviour and expected cash flow profiles.
• Support periodic reviews of model assumptions and performance monitoring.
• Support the operation and maintenance of hedge accounting models and supporting calculations.  
• Perform hedge effectiveness testing and ongoing monitoring activities. 
• Support treasury and finance teams in assessing new hedging strategies and transactions. 
• Ensure compliance with IFRS hedge accounting requirements and internal governance standards.     
• Support external audit reviews and regulatory requests relating to hedge accounting. 
• Develop and maintain behavioural cash flow forecasting models across lending, funding and treasury portfolios. 
• Help develop and maintain financial models to evaluate ROE across the inorganic
  portfolio, bond and asset acquisitions 
• Support liquidity forecasting, funding strategy and balance sheet management activities. 
• Analyse customer behaviour and portfolio performance to improve forecasting accuracy.     
• Provide scenario analysis and stress testing to support investment decision making.
• Support the assessment of new investment opportunities, warehouse facilities, structured finance transactions and strategic initiatives. 
• Actively take part in commercial negotiations of pool acquisitions, forward flow and senior warehouse lines. 
• Develop discounted cash flow, valuation and scenario analysis models. 
• Provide cash flow modelling support to wholesale division heads and aid in the structuring of warehouse transactions. 
• Prepare analysis and recommendations for senior management and board committees.
• Manage, coach and develop the Financial Modelling Analyst.      

Skills, Knowledge & Expertise

• Qualifications Essential Qualified Accountant (ACA, ACCA, CIMA), equivalent quantitative finance qualification orable to demonstrate qualification by experience. 
• Degree in Mathematics or a related discipline.
• Experience within banking or financial services.
• Experience developing and maintaining complex financial models. 
• Strong understanding of discounted cash flow modelling and valuation techniques. 
• Experience of cash flow forecasting and scenario modelling. 
• Experience presenting complex financial analysis to senior stakeholders.
• Experience of hedge accounting under IFRS.
• Experience of Effective Interest Rate (EIR) modelling.
• Experience within treasury, banking, lending or structured finance environments. 
• Experience supporting transactions, securitisations or funding structures. 
• Advanced Microsoft Excel modelling skills. 
• Strong VBA and Excel automation capabilities.
• Experience using Python for financial modelling, automation and data analysis. 
• Ability to interpret and manipulate large and complex datasets.
• Experience with Power BI or other visualisation tools.
• Experience with treasury management systems and financial reporting platforms. 
• Collaborative and able to influence stakeholders at all levels. 
• Able to balance technical accuracy with commercial pragmatism. 

Job Benefits

• Competitive salary
• 25 days holiday PLUS your BIRTHDAY off
• Pension contribution with Royal London
• Life Assurance
• Private medical, dental and optical health insurance with
• Axa
• Hybrid working
• Free breakfast available