Risk Engineering, Vice President, Market Risk Strats, London. Developing quantitative metrics across the Banking Book and Corporate Treasury portfolios. Leading and working with a small team of quants to develop models and analytical frameworks that inform risk management.
Requirements
- Bachelors' or Master's degree in Computer Science, Mathematics, Electrical Engineering or related technical discipline
- Experience in quant or strat role ideally within Corporate Treasury, Asset Liability Management
- Strong understanding of Interest rate modelling, Asset Liability Management, Funding deployment strategies, balance-sheet optimization
- Experience in software development, including a clear understanding of data structures, algorithms and core programming concepts
- Strong analytical and problem solving skills – demonstrated ability to work with business problems statements and apply quantitative skills to solve them
- Strong communication skills including experience speaking to technical and business audiences and working globally
Benefits
- Excellent career development opportunities
- Diverse and inclusive work environment
- Benefits, wellness and personal finance offerings and mindfulness programs
