Only 24h Left! Quantitative Analyst

Join us as a Quantitative Analyst AVP Treasury and Liquidity Risk at a leading UK Bank, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You’ll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.

You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python or R or C++, as well as job-specific skillsets.

To be a successful Quantitative Analyst AVP in Treasury and Liquid risk you should have experience with :

Treasury Models (Deterministic Model)

1 (A). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD / Unwinding of securities and balance sheet resolution / RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation.

Treasury Models (Statistical Model)

1(B). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD / Unwinding of securities and balance sheet resolution / RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation

2.Hands on coding experience (as a full-stack developer / agile developer etc.

3.Preferable language is Python, C / C++ etc).

4.Hand on experience in Model Development and / or Model Validation (core development experience preferred) / Model Implementation.

5.Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting.

You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Job location of this role is Mumbai.