Financial Modelling Manager

Role Overview

• 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.

Requirements

• 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.

Tech Stack

• Python
• VBA

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