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- Tasks: Develop and optimise quantitative models for margin and treasury functions.
- Company: Join a leading financial firm at the forefront of quantitative analysis.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Why this job: Make a real impact in finance by optimising funding efficiency and margin requirements.
- Qualifications: Strong background in quantitative finance and programming skills in Python or C++.
- Other info: Collaborative environment with exposure to trading, risk, and treasury teams.
The predicted salary is between 36000 - 60000 £ per year.
We are seeking a Treasury Quant to take ownership of modelling and optimisation across margin and treasury functions. The role will focus on developing quantitative frameworks to analyse margin requirements, optimise collateral usage, and improve funding efficiency across trading activities. The position sits between treasury, risk, and trading teams and will involve building tools that provide transparency into margin drivers and funding costs.
Key Responsibilities
- Develop and maintain margin replication models, including methodologies aligned with SIMM and CCP frameworks such as Eurex.
- Build tools to forecast and analyse margin requirements and sensitivities.
- Design and implement margin optimisation techniques, including approaches that consider tail-risk scenarios.
- Develop quantitative models supporting treasury workflows including repo funding, cost of funds/carry analysis, and collateral optimisation.
- Build analytics to support cash and collateral allocation across portfolios.
- Work closely with trading, risk, and treasury teams to integrate margin and funding considerations into portfolio and risk management processes.
Requirements
- Strong background in quantitative finance, mathematics, physics, or a related field.
- Experience developing margin models or replication frameworks, ideally involving SIMM or CCP margin methodologies.
- Understanding of derivatives, collateral management, and funding mechanics.
- Strong programming skills in Python, C++, or similar.
- Experience with optimisation techniques, risk modelling, or quantitative analytics.
- Experience with central clearing margin models such as Eurex, LCH, or CME.
- Familiarity with repo markets, balance sheet optimisation, or XVA-related concepts.
- Experience working in a quant, treasury, or margin analytics role within a bank, trading firm, or clearing environment.
Quantitative Analyst employer: Invenire Group
Contact Detail:
Invenire Group Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, especially those working in treasury or quantitative roles. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models or any relevant projects you've worked on. This is a great way to demonstrate your expertise and make you stand out during interviews.
✨Tip Number 3
Prepare for technical interviews by brushing up on your programming skills, especially in Python or C++. Practice coding challenges related to margin models and optimisation techniques to impress your potential employers.
✨Tip Number 4
Don't forget to apply through our website! We have some fantastic opportunities waiting for talented individuals like you. Plus, it’s a straightforward way to get your application noticed by the right people.
We think you need these skills to ace Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative finance and any relevant projects you've worked on. We want to see how your skills align with the role, so don’t be shy about showcasing your programming prowess and any margin models you’ve developed.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about the Treasury Quant role and how your background fits perfectly with our needs. We love seeing enthusiasm and a clear understanding of the position.
Showcase Relevant Skills: When filling out your application, make sure to highlight your programming skills in Python or C++. If you have experience with optimisation techniques or risk modelling, let us know! We’re looking for candidates who can hit the ground running.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows us you’re keen on joining the StudySmarter team!
How to prepare for a job interview at Invenire Group
✨Know Your Quantitative Models
Make sure you brush up on your knowledge of margin replication models and the methodologies aligned with SIMM and CCP frameworks. Be ready to discuss how you've developed or maintained these models in the past, as well as any specific tools you've built for forecasting margin requirements.
✨Showcase Your Programming Skills
Since strong programming skills in Python or C++ are crucial for this role, prepare to demonstrate your coding abilities. You might be asked to solve a problem on the spot, so practice coding challenges related to quantitative finance to show off your skills.
✨Understand the Bigger Picture
This role sits between treasury, risk, and trading teams, so it's important to understand how margin and funding considerations impact portfolio and risk management processes. Be prepared to discuss how your work can integrate with these areas and improve overall efficiency.
✨Prepare for Technical Questions
Expect technical questions about derivatives, collateral management, and optimisation techniques. Brush up on your knowledge of repo markets and XVA-related concepts, as these will likely come up during the interview. Being able to explain complex ideas clearly will impress your interviewers.