AVP - Treasury Quantitative Analytics

We have an exciting opportunity for an AVP level candidate to join the newly created Treasury Quantitative analytics division of a leading universal banking client of ours. The role is primarily to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. The role will be London based and offer a hybrid working pattern to the successful applicant

• 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 ope rationalise them
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
• Demonstrate conformance to all the Bank’s Enterprise Risk Management Policies, particularly Model Risk Policy
• Ensure all development activities are undertaken within the defined control environment

• 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
• Python experience would be ideal, but not essential