At a Glance
- Tasks: Develop and maintain quantitative risk models for Treasury business.
- Company: Join a leading firm in Risk and Quantitative Analytics.
- Benefits: Permanent position with competitive salary and career growth.
- Other info: Collaborative environment with opportunities to work on regulatory projects.
- Why this job: Make an impact by supporting critical financial decisions with your analytical skills.
- Qualifications: Experience in Python and quantitative analysis is essential.
The predicted salary is between 80000 - 100000 £ per year.
This role within the company will be part of Quantitative Analytics (QA) Treasury team with particular focus on supporting the company Treasury business in areas like Asset and Liability Management, Liquidity, Collateral and Hedge Accounting Management with the development and delivery of various quantitative models used for internal risk management and regulatory exercises. The role focuses on Python‑based quantitative models that project balance sheet cash flows, liquidity risk and hedge accounting metrics under stress and resolution‑type scenarios and requires close collaboration with Treasury Finance, Risk and Technology partners to deliver robust, well‑controlled models in a regulated environment.
Key Responsibilities
- Develop and maintain quantitative risk models to support Treasury business with particular focus on liquidity risk, collateral projection and hedge accounting metrics.
- Perform data analysis, validation and reconciliation across complex balance sheet and transaction‑level datasets.
- Provide quantitative and analytical support to Finance and Risk stakeholders with regulatory and supervisory exercises.
- Ensure models are stable, well‑tested, delivered in tight timelines and support their documentation and validation.
- Provide production support for testing and release of model packages in collaboration with Technology partners.
Quantitative Model Developer - VP employer: United States Digital Space LLC
As a leading employer in the financial services sector, our company offers a dynamic work environment that fosters innovation and collaboration. With a strong emphasis on employee development, we provide extensive training opportunities and career progression paths, particularly for roles like the Quantitative Model Developer. Located in a vibrant city, our workplace culture promotes diversity and inclusion, ensuring that every team member feels valued and empowered to contribute to meaningful projects that shape the future of risk management.
Contact Details:
United States Digital Space LLC Recruitment Team
