VP Quantitative Analyst - Treasury & Risk Modelling

Bruin Financial; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

The role demands a strong academic background, advanced Python skills and experience modelling in financial services, with exposure to ALM, risk methodologies and regulated environments. You will contribute to governance, testing, and production support while communicating insights to senior stakeholders.

Qualifications

• Master's or PhD in a quantitative discipline.
• Proven experience in quantitative modelling within financial services.
• Advanced Python programming skills.
• Strong understanding of financial mathematics, cash-flow modelling and fixed income products.
• Experience working with large datasets and complex analytical problems.
• Excellent communication skills with the ability to engage both technical and non-technical stakeholders.

Responsibilities

• Develop and maintain quantitative models supporting Treasury risk management and forecasting.
• Build and enhance Python-based analytical tools and model frameworks.
• Analyse and validate large, complex financial datasets.
• Support regulatory and internal risk management exercises.
• Collaborate with Risk, Finance, Treasury and Technology teams to deliver high-quality modelling solutions.
• Contribute to model governance, testing, documentation and production support activities.

Skills

Python

Quantitative modelling

Data analysis

Stakeholder engagement

Financial mathematics

Communication

Education

Master’s or PhD in quantitative discipline

Tools

Python

Job description

The role demands a strong academic background, advanced Python skills and experience modelling in financial services, with exposure to ALM, risk methodologies and regulated environments. You will contribute to governance, testing, and production support while communicating insights to senior stakeholders.