1 to 1 of 1 Backtesting Jobs in the UK excluding London with Remote Work Options

for Mortgages and Savings and provide support in the production of liquidity reports. You will: Produce accurate behavioural reporting including Mortgage and Savings Model Backtesting, Mortgage and Saving WALs, Structural Hedging Performance and Forecasting Stable Deposits. Develop ALM systems and the implementation of system enhancements primarily QRM. Help maintain and … strong attention to detail with the ability to manage and analyse large sets of financial data. Knowledge and understanding of behavioural modelling (WALs, Model Backtesting & Structural Hedging). Experience of operating and developing a bespoke risk management/income simulation model e.g. QRM/SQL. Why choose Leeds Building Society more »