Back to results Treasury Quantitative Analyst (VP) - High Competitive aligned to the Quant sector

Empirical Search; London; On-site; GBP 60,000 - 120,000; Full time

Job summary

Join a forward-thinking global banking group as a Treasury Quantitative Analyst at the VP level. This role focuses on developing analytics and models to manage interest rate risk and cashflow generation. You will work closely with stakeholders in Asset & Liability Management and Treasury Finance, leveraging your expertise in Python to create high-performing solutions. This is an exciting opportunity to contribute to a dynamic team and enhance your career in the quantitative finance sector.

Qualifications

• Experience in managing interest rate risk and cashflow generation.
• Expertise in Python coding for analytics development.

Responsibilities

• Design analytics solutions to complex business problems.
• Collaborate with technology teams for analytical solutions.

Skills

Python

Communication Skills

Asset Liability Management

Systems Engineering

Job description

Back to results Treasury Quantitative Analyst (VP) - High Competitive aligned to the Quant sector

Back to results Treasury Quantitative Analyst (VP) - High Competitive aligned to the Quant sector

Empirical Search London, United Kingdom Apply now

We are building a Treasury quantitative analytics team for a global banking group with HQ in London. Our mandate includes searches for Director, VP, and AVP level people to support Treasury Finance to manage Interest Rates Risk and Credit rate Risk of the banking book. This particular VP level role will be responsible for working with stakeholders within Asset & Liability Management, Treasury Finance, and Hedge accounting to develop models & analytics that generate cashflows to manage Net Interest Income, Economic Value of Equity & Repricing gap metrics calculated with their in-house python developed analytics library.

Role Description

• Design analytics and modelling solutions to complex business problems using domain expertise
• Collaborate with technology teams to specify dependencies required for analytical solutions, such as data, development environments, and tools
• Develop high-performing, well-documented analytics and models, demonstrating efficacy to business users and validation teams
• Implement analytics and models in accurate, stable, and thoroughly tested software, working with technology to operationalize them
• Provide ongoing support to ensure continued effectiveness of analytics and models for users
• Ensure conformance to the Bank’s Enterprise Risk Management Policies, especially the Model Risk Policy
• Maintain all development activities within the defined control environment

Role Requirements

• Experience supporting stakeholders in managing interest rate risk and implementing cashflow generation capabilities for interest rate flow products such as swaps, bonds, repos, deposits; including discount and forward curves
• Expertise in Python coding, with experience in developing and delivering analytics within a team
• Excellent communication skills, with the ability to explain technical matters to non-technical audiences
• Asset Liability Management Quant with experience supporting Interest Rate Risk of the banking book (IRRBB)
• Knowledge of systems engineering, including development of distributed systems

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