Quantitative Analyst – Treasury quants , London
We’re looking for an ambitious ALM Quantitative Analyst to join our QA Treasury team in London, supporting Treasury Finance in managing Interest Rate Risk. In this role, you will develop sophisticated statistical models to forecast asset and liability behavioural balances, helping to shape key Treasury decisions across the bank.
What you’ll bring:
• Proven experience developing quantitative behavioural models within Asset Liability Management (ALM)
• Strong knowledge of statistical and econometric modelling techniques, including time series analysis, regression methods, and a range of estimation approaches
• Excellent communication skills, with the ability to explain technical concepts to non-technical stakeholders
• Proficiency in Python for modelling, data manipulation, and analysis
Highly valued experience:
• Modelling of non-maturing deposits, mortgage prepayment, or mortgage completion behaviours
• Handling and analysing large, complex datasets, including data cleaning, pattern identification, and clustering
• Developing and implementing models that leverage advanced machine learning techniques