ALM Quant AVP: Python-Powered Risk Analytics & Modeling

Barclays UK; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading financial institution in London is seeking an ALM Quantitative Analyst AVP to support Treasury Finance in managing Interest Rates Risk and Credit rate Risk. Key responsibilities include designing and deploying Python-based tools while collaborating with stakeholders in Finance and Risk. The ideal candidate will have strong coding skills in Python, a solid foundation in financial mathematics, and excellent communication abilities. This role emphasizes the importance of delivering high-quality analytical solutions and effective stakeholder engagement.

Qualifications

• Strong coding skills in Python, including close familiarity with Pandas and Numpy libraries.
• A solid foundation in financial mathematics, in particular bond and derivative pricing and discounting.
• Excellent communication skills, including the ability to discuss technical matters with a non-technical audience.

Responsibilities

• Design analytics and modelling solutions to complex business problems using domain expertise.
• Collaborate with technology to specify dependencies required for analytical solutions.
• Develop high performing, thoroughly documented analytics and modelling solutions.

Skills

Strong coding skills in Python

Familiarity with Pandas and Numpy

Foundation in financial mathematics

Excellent communication skills

Job description

A leading financial institution in London is seeking an ALM Quantitative Analyst AVP to support Treasury Finance in managing Interest Rates Risk and Credit rate Risk. Key responsibilities include designing and deploying Python-based tools while collaborating with stakeholders in Finance and Risk. The ideal candidate will have strong coding skills in Python, a solid foundation in financial mathematics, and excellent communication abilities. This role emphasizes the importance of delivering high-quality analytical solutions and effective stakeholder engagement.