My client, a Tier 1 Investment Bank, are searching for a Quantitative Analyst to join their ever-growing team. The role will be highly important for the Group Treasury and will sit within the Quantitative Analytics team.
As a Quantitative Analyst, your responsibilities will include:
- Developing the statistical models for various business areas under the Bank - in relation to their Asset & Liability Management
- Generating ideas and continuous assessments for upgrades of their current models
- Back-testing the new models
- Working on the interest rate risk of the banking book
You will have:
- At least 2 years experience in a Quantitative Analytics role, ideally within ALM
- Master's degree in a quantitative discipline, ideally a PhD degree
- Strong experience in statistical and econometric modelling - i.e. regression, time-series etc.
- Proficiency in Python or R