Social network you want to login/join with:
Treasury Quantitative Analyst (VP), London
col-narrow-left
Client:
Empirical Search
Location:
London, United Kingdom
Job Category:
Other
-
EU work permit required:
Yes
col-narrow-right
Job Reference:
0df5f4186cfa
Job Views:
7
Posted:
19.08.2025
Expiry Date:
03.10.2025
col-wide
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 team
* 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 the Bank’s Enterprise Risk Management Policies, particularly Model Risk Policy
* Ensure all development activities are undertaken within the defined control environment
Role Requirements
* Industry experiences supporting stakeholders to manage interest rate risk and implementing capabilities required for cashflow generation of interest rate flow products including swap, bonds, repos, deposit; discount and forward curves
* Expert coding skills in Python, with experience developing and delivering analytics within a team
* Excellent communication skills, including the ability to discuss technical matters with a non-technical audience
* Asset Liability Management Quant with experience supporting Interest rate risk of banking book (IRRBB)
* Systems engineering knowledge, including development of distributed systems
#J-18808-Ljbffr