Treasury IRRBB Analyst: Reporting Analytics

We're looking for a driven IRRBB reporting analyst to join our expanding IRRBB team within the Treasury area of the Bank. This is a critical, hands-on role. You will be instrumental in building an accurate view of all the risks that guides our strategic decisions and keeps Starling safe and thriving.

Key Responsibilities:

• Producing internal and regulatory IRRBB reporting from the bank's ALM system
• Ensuring all reporting output is complete, accurate, and timely
• Designing and running the processes for production of the bank's risk reporting
• Supporting development of ETL code and processes upstream of the ALM system
• Building controls and checks on upstream data feeds and on ALM system outputs
• Investigating and resolving any errors within the reported figures
• Creating tools to perform calculations where reporting takes place outside of the system
• Developing tools to process system output prior to presentation to stakeholders

Requirements:

• You are a problem solver with the ability and motivation to investigate issues independently
• You are outcome-focused with an ability to see the problems through to resolution
• You're able to anticipate risks and issues early and act decisively to address them
• You're able to manage competing priorities, whilst keeping sight of the big picture and driving towards an end goal.
• You have good communication and documentation skills for both technical and non-technical audiences.
• You have good attention to detail.

Skills & Experience:

• Graduate level education preferable, ideally in a numerical degree
• Experience using an ALM system to generate IRRBB risk metrics highly desirable
• Intuitive understanding of IRRBB and how these risks are generated within a retail bank
• Intuitive understanding of credit ratings, asset-backed structures and how underlying collateral performance (e.g., prepayment, default, and recovery dynamics) drives risk.
• Experience of data handling and manipulation within Excel, SQL, and ideally Python
• Experience in identifying and improving controls
• Experience in developing, and improving regular processes and tools.
• Familiarity with GitHub and databases is also desirable