The role is for a senior quantitative manager in the Capital Management and Financial Modelling (CMFM) area, part of the Finance function. Within CMFM the quantitative team are responsible for the maintenance and development of the banks core balance sheet system, QRM. This includes development of customer behavioural models associated with assets (Mortgages/Loans) and Liabilities (Current Accounts/Deposit types), for use in Interest Rate Risk in the Banking Book (IRRBB), and Liquidity measurement methodologies. The team develop and manage production of various IRRBB balance sheet risk metrics...