ALM Quant Strat - Tier-1 Investment Bank

A leading Tier 1 investment bank is seeking an Assistant Vice President to join their QA Treasury team in London. This role sits within the Treasury Finance function, supporting the management of Interest Rate Risk and Credit Risk in the banking book.

Role Overview

As an ALM Quantitative Analyst, you will support Asset and Liability Management (ALM) and Hedge Accounting stakeholders by developing and deploying Python-based tools for balance sheet sensitivity and risk metrics. The role involves close collaboration with Finance, Risk, and Technology teams to deliver robust, scalable models that inform key business decisions.

Key Responsibilities

• Develop and implement quantitative analytics for balance sheet and risk management
• Design and code models in Python using libraries such as Pandas and Numpy
• Work with Technology teams to operationalise analytics and ensure production readiness
• Ensure models comply with risk governance frameworks and policy standards
• Contribute to continuous improvement in model design and analytical approaches

Qualifications

• Bachelor\’s degree in Financial Mathematics or related field
• Strong Python coding skills, particularly with data analysis libraries
• Sound knowledge of financial mathematics, especially bond and derivative pricing
• Ability to communicate technical content clearly to both technical and non-technical stakeholders
• Desirable: Experience in distributed systems or Treasury model development

This opportunity offers a competitive compensation package and hybrid working model.