Treasury Quantitative Analyst (AVP)

Empirical Search; London; On-site; GBP 55,000 - 85,000; Full time

Job summary

A leading company in finance is seeking a Treasury Quantitative Analyst (AVP) based in London. The role involves designing analytics solutions, developing quantitative models, and collaborating with technology teams. Ideal candidates will have experience in statistical modelling, strong data analysis skills, and proficiency in Python.

Qualifications

• Experience in developing quantitative behavioural models in Asset Liability & Management.
• Deep understanding of time series analysis and regression models.
• Strong experience in analysing large datasets, including cleaning and pattern identification.

Responsibilities

• Design analytics and modelling solutions to complex business problems.
• Collaborate with technology to specify dependencies for analytical solutions.
• Implement analytics and models in stable, well-tested software.

Skills

Statistical modelling techniques

Econometric modelling

Python programming

Data analysis

Communication skills

Machine learning techniques

Job description

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Treasury Quantitative Analyst (AVP), London

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Client:

Empirical Search

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

0ef0b6f3938c

Job Views:

3

Posted:

29.06.2025

Expiry Date:

13.08.2025

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Job Description:

Role Description

• Design analytics and modelling solutions to complex business problems using domain expertise
• Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
• Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
• Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
• Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
• Ensure all development activities are undertaken within the defined control environment

Role Requirements

• Experience in developing quantitative behavioural models in Asset Liability & Management
• Deep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques
• Excellent communication skills, including the ability to discuss technical matters with a non-technical audience as well as being proficient in python programming
• Previous experience in modelling non-maturing deposits, mortgage prepayment or mortgage completion models
• Strong experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering
• Experience developing, implementing of models which utilise more complex Machine learning techniques