Quantitative Analyst

We’re working with a leading global financial institution seeking an experienced ALM Quantitative Analyst (AVP level) to join their Treasury Quantitative Analytics team in London. This is a high-impact role supporting Treasury Finance by developing statistical models to forecast behavioural asset and liability balances—key to managing interest rate risk.

Key Responsibilities:

• Develop and implement quantitative models for asset-liability forecasting and interest rate risk management.
• Utilise advanced econometric and statistical techniques such as time series analysis and regression modelling.
• Translate complex technical concepts for both technical and non-technical stakeholders.
• Write robust, production-ready Python code and partner with technology teams to operationalise models.
• Ensure models are compliant with internal governance and model risk frameworks.
• Provide ongoing model validation, documentation, and performance monitoring.

Ideal Candidate Will Have:

• Strong background in ALM or Treasury modelling, particularly behavioural balance forecasting.
• Deep knowledge of statistical/econometric methods.
• Solid Python programming skills and experience handling large datasets.
• Clear and confident communicator, able to bridge the technical and business gap.

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