It has been asked to help the company with its vision of becoming "the most trusted provider of financial services in the UK" across all its brands.
These brands include the Yorkshire Building Society, Barnsley Building Society, Chelsea Building Society and Norwich & Peterborough Building Society.
The agency will create integrated campaigns. The group spent around £6.5 million on media in the last 12 months.
TRBR won the business following a competitive pitch process, managed in-house with initial support from AAR.
Yorkshire Building Society is the second-largest building society in the UK.
Steven Glass, the senior customer marketing manager at Yorkshire Building Society Group, said: "TRBR showed an excellent understanding of our values and distinctiveness as a member-owned mutual and developed some remarkable creative ideas about how we can bring this to life."