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Treasury Modelling Analyst, Birmingham

  • Type: Permanent
  • Location: England - Midlands
  • Industry: Financial Services - Non Banking
  • Specialism: Treasury
  • Salary: £30,000 - £42,000
  • Date Posted: 23/09/2025
  • Consultant: Joanna Davis

The role holder is required to support the ALM & Liquidity Controller in the management of the balance sheet. This involves developing spreadsheets and other tools to manage various balance sheet risks (interest rate risk, margin compression risk, liquidity risk, pricing risk etc.) via numerical modelling and forecasting. The Treasury Modelling Lead will assist in the development and direction of the Treasury and ALM function of the Group, and will propose strategies that manage balance sheet risk within the risk appetite of the Board whilst maintaining the desired risk profile set by ALCo. Dependent on the size of the ALM team, this role may include line management responsibilities.

Role Description

  • Fulfilling a central role in the development of risk management modelling capability;
  • Calculating and forecasting exposures against appetites for a variety of Treasury and Financial risks;
  • Modelling and forecasting Liquidity risk, including providing input into the ILAAP as required;
  • Developing and maintaining complex non-model DQMs (spreadsheets) owned by the ALM function to fulfil balance sheet management requirements including (for example) hedge accounting and product pricing;
  • Support and act as deputy for the ALM & Liquidity Controller/Head of ALM as required;
  • Providing cover to support monthly Assets and Liabilities Committee (‘ALCo’) pack production, and fortnightly Liquidity Management Group (‘LMG’) and Hedging Group (‘HG’) pack production;
  • Attendance at the monthly ALCo, and weekly LMG and HG meetings as and when appropriate, to involve presenting modelling outcomes and recommending risk management strategies;
  • Managing their own workload effectively, and those of the ALM Analyst(s) and/or Assistant Analyst, in accomplishing these tasks.

Role Requirements

  • Have previous experience of mathematical modelling and forecasting;
  • Have proven maths skills - the role holder will be expected to be highly numerate and analytical;
  • Have excellent computing skills including Excel and the ability to decipher and adjust unfamiliar coding (e.g. VBA, SPSS) as necessary;
  • Be able to communicate confidently and effectively with staff throughout the organisation up to and including Executive level;
  • Have the ability to interpret and present complex technical data, in a verbal or written manner, to various audiences. This will require the ability to explain technical information to a non-technical audience
  • Be able to use technical information to influence and persuade internal customers to take the most appropriate action;
  • Having an understanding of Treasury and ALM would be desirable.
  • Be willing to undertake further independent study to deepen their understanding of Treasury matters. Being accredited in or undertaking further professional qualifications (ACT/ACCA/CIMA/CertBALM) would be desirable.

Application for:

Treasury Modelling Analyst, Birmingham

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