Corporate Treasury - Quantitative Engineer - Vice President - London
GBP 67K-101K (estimate) Executive-level Full Time
Tasks
- Build analytics for scenario analysis
- Build analytics for sensitivity analysis
- Build analytics for stress testing
- Deliver project reports
- Design quantitative models
- Develop interest rate risk models
- Implement quantitative tools
- Maintain interest rate risk frameworks
- Maintain model documentation
- Perform second line model validation
- Present findings to managers
- Produce interest rate risk metrics methodologies
- Support regulatory inquiries
- Uplift models for business needs
Perks/Benefits
- Diversity and inclusion initiatives
- Mindfulness programs
- Personal finance offerings
- Training and development
- Wellness programs
Skills/Tech-stack
Analytics | C++ | Data Visualization | Functional Programming | IRRBB | Interest Rate | Interest Rate Risk | Java | Model Documentation | Object-Oriented | Object-oriented programming | Portfolio Analysis | Python | Quantitative modeling | Regulatory Compliance | Scenario Analysis | Sensitivity Analysis | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Engineer | Quantitative Analyst | Quantitative Engineer | Risk Analyst
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