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For Companies At a Glance
- Tasks: Develop and optimise quantitative models for margin and treasury functions.
- Company: Join a leading financial institution with a focus on innovation.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Why this job: Make a real impact in finance by optimising funding and margin processes.
- Qualifications: Strong background in quantitative finance and programming skills in Python or C++.
- Other info: Collaborative environment with exposure to trading and risk management teams.
The predicted salary is between 48000 - 72000 £ 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.
Desirable
- 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 in Slough employer: Invenire Group
Contact Detail:
Invenire Group Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst in Slough
✨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 and programming projects. This is your chance to demonstrate your expertise in Python or C++ and how you can tackle real-world problems.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of margin requirements and funding mechanics. Be ready to discuss how you've applied optimisation techniques in past roles – this will show you're the right fit for the Treasury Quant position.
✨Tip Number 4
Don't forget to apply through our website! We love seeing applications directly from candidates who are passionate about joining us. Plus, it gives you a better chance to stand out in the crowd.
We think you need these skills to ace Quantitative Analyst in Slough
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Analyst role. Highlight your experience with margin models, optimisation techniques, and any relevant programming skills. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative finance and how your skills can contribute to our treasury functions. Keep it concise but impactful – we love a good story!
Showcase Relevant Projects: If you've worked on projects related to margin replication models or optimisation techniques, make sure to mention them. We’re keen to see practical examples of your work that demonstrate your expertise in this area.
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
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 similar models in the past, as this will show your expertise and relevance to the role.
✨Showcase Your Programming Skills
Since strong programming skills in Python or C++ are crucial for this position, 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 boost your confidence.
✨Understand the Bigger Picture
This role sits between treasury, risk, and trading teams, so it's essential to understand how these areas interact. Be prepared to discuss how your work can impact overall funding efficiency and margin requirements, and think about examples from your experience that illustrate this integration.
✨Prepare for Technical Questions
Expect technical questions related to derivatives, collateral management, and optimisation techniques. Review key concepts and be ready to explain them clearly. Practising with a friend or mentor can help you articulate your thoughts more effectively during the interview.