A leading Tier 1 investment bank is seeking an Assistant Vice President to join their QA Treasury team in London. This role sits within the Treasury Finance function, supporting the management of Interest Rate Risk and Credit Risk in the banking book.As an ALM Quantitative Analyst, you will support Asset and Liability Management (ALM) and Hedge Accounting stakeholders by developing and deploying Python-based tools for balance sheet sensitivity and risk metrics. The role involves close collaboration with Finance, Risk, and Technology teams to deliver robust, scalable models that inform key business decisions.
Develop and implement quantitative analytics for balance sheet and risk managementDesign and code models in Python using libraries such as Pandas and NumpyEnsure models comply with risk governance frameworks and policy standardsBachelor’s degree in Financial Mathematics or related fieldStrong Python coding skills, particularly with data analysis librariesSound knowledge of financial mathematics, especially bond and derivative pricingAbility to communicate technical content clearly to both technical and non-technical stakeholdersExperience in distributed systems or Treasury model development
This opportunity offers a competitive compensation package and hybrid working model….