Vice President – Corporate & Private Bank Strategy

About the role

We are seeking a Vice President to join the Group Strategic Analytics team within the Group Chief Operating Office. The role focuses on developing and maintaining the front‑office pricing and risk management platform that supports the Corporate and Private Banking businesses.

Key responsibilities

• Model and manage funding costs and funds transfer pricing, transitioning to a portfolio‑funding model.
• Price deposits and loans using funding costs and capital hurdle rates.
• Design incentive structures that align business behaviour with financial resource consumption and capital optimisation.
• Drive alignment across Front Office, Credit Risk Management, and Finance for resource calculations.
• Assist in building and calibrating credit‑risk capital models using historical default and recovery data.
• Provide quantitative analytics, modelling, pricing, and portfolio management expertise to trading desks.

Required profile

• Strong quantitative and analytical abilities.
• Proficiency in programming, particularly C++ and Python.
• Understanding of funding or banking businesses and markets.
• Experience with interest‑rate risk or credit‑risk modelling.
• Experience managing capital efficiency initiatives.

Required skills

• C++
• Python

What we offer

• Hybrid working model.
• Competitive salary and non‑contributory pension.
• 30 days holiday plus bank holidays, with the option to purchase additional days.
• Life assurance and private healthcare for you and your family.
• Flexible benefits such as retail discounts, Bike‑to‑Work scheme, and gym membership.
• CSR programme support and two days of volunteering leave per year.