A global top tier bank client are actively looking to bring on board an AVP level Statistical Quant Analyst to join an established and highly technical function in their London office.
Your Role
- Design, build and deliver robust and production quality statistical models and code within a unified library for use within numerous functions.
- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioural balances.
- Support quantification of funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank’s asset / liability profile.
- Support model development for quantification of interest rate risk on the banking book.
- Deliver high quality documentation and presentations to support and maintain model and library use.
- Facilitate and challenge discussion of modelling options with senior model owners.
- Assist with development of statistical models for projection of the balance sheet under different macro-economic scenarios.
Essential Skills
- Post graduate degree in a quantitative discipline with a statistics component.
- Industry experience in quantitative finance.
- Good understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques.
- Able to deliver to tight deadlines on quantitative projects.
- Proficient in Python (preferred) or R.
If you are interested in this role please apply below or contact me for more information.
