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AVP - Treasury Quantitative Analytics

We have an exciting opportunity for an AVP level candidate to join the newly created Treasury Quantitative analytics division of a leading universal banking client of ours. The role is primarily to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. The role will be London based and offer a hybrid working pattern to the successful applicant

Role Description

  • Design analytics and modelling solutions to complex business problems using domain expertise
  • Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
  • Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
  • Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
  • Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
  • Demonstrate conformance to all the Bank’s Enterprise Risk Management Policies, particularly Model Risk Policy
  • Ensure all development activities are undertaken within the defined control environment

Role Requirements

  • Experience in developing quantitative behavioural models in Asset Liability & Management
  • Deep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques
  • Excellent communication skills, including the ability to discuss technical matters with a non-technical audience as well as being proficient in python programming
  • Previous experience in modelling non-maturing deposits, mortgage prepayment or mortgage completion models
  • Strong experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering
  • Experience developing, implementing of models which utilise more complex Machine learning techniques

Application for:

AVP - Treasury Quantitative Analytics

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