13 часов назад
Corporate Treasury - Quantitative Engineer - Vice President - London
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Corporate Treasury Quantitative Engineer (Quantitative Finance): Designing and maintaining quantitative models, tools, and interest rate risk frameworks for portfolios and entities with an accent on IRRBB practices, sensitivity analysis, and stress scenarios. Focus on developing risk metrics, supporting regulatory inquiries and model validation, and communicating complex quantitative projects to stakeholders.
Location: London, Greater London, England, United Kingdom
Company
is a global investment banking, securities, and investment management firm founded in 1869, with offices around the world.
What you will do
- Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices.
- Build analytics for sensitivity, stress, and scenario analysis across portfolios and entities.
- Develop methodologies for interest rate risk metrics and partner with stakeholders across teams.
- Uplift models to reflect evolving business needs, maintain documentation and implementation, and support regulatory inquiries and second-line validation.
- Prepare clear presentations and reports explaining project-related analysis to managers and stakeholders.
Requirements
- Excellent academic background in mathematics, physics, statistics, engineering, computer science, or another quantitative field; Master's and PhD degrees are preferred.
- Strong programming skills in an object-oriented or functional paradigm, using C++, Java, or Python.
- Experience in a quantitative finance role and building risk systems.
- Excellent written, verbal, and team-oriented communication skills.
- Ability to work independently and contribute effectively in a team environment.
Nice to have
- Experience using AI-based tools in development.
Culture & Benefits
- Training and development opportunities for professional and personal growth.
- Firmwide networks supporting workplace diversity and inclusion.
- Benefits, wellness, personal finance offerings, and mindfulness programs.
- Reasonable accommodations are available for candidates with disabilities during the recruiting process.
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