Risk Engineering, Vice President, Market Risk Strats, London

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