Treasury Quantitative Analyst (AVP)

Type: Permanent
Location: England - London
Industry: Financial Services - Banking
Specialism: Treasury
Salary: High Competitive aligned to the Quant sector
Date Posted: 17/04/2025
Consultant: Jack Woodlock

We are building a Treasury quantitative analytics team for a global banking group with HQ in London. Our mandate includes searches for Director, VP, and AVP level people to support Treasury Finance to manage Interest Rates Risk and Credit rate Risk of the banking book. This particular AVP level role will be responsible for developing statistical models for forecasting asset and liability behavioural balances

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 Barclays 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:

Treasury Quantitative Analyst (AVP)

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This big 4 firm are building on their success and looking for experienced Treasury candidates to join their successful Corporate Treasury team.

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Integral role within Group Treasury team, supporting the Head of Treasury:

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