Quantitative Strategist – Treasury Strats (m|f|x) London

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank’s businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

You will join the Treasury Strats team within GSA. The Treasury Strats team are responsible for facilitating management of liquidity and funding risks and financial resources across the Bank. The group is responsible for building systems used to price and optimise liquidity and funding risk and capital measures into trades and uses a range of approaches to improve risk adjusted profitability including measuring and presenting liquidity (and other) risks so that macro management decisions can be made and exposures managed efficiently.

Aufgaben

• Developing functionality within the Bank’s strategic analytics platform to calculate and optimise portfolio metrics with focus on funding & liquidity risk across trading desks and the Bank globally
• Automation of daily funding processes and reporting, improvement of existing risk processes and enabling of appropriate controls
• Continuously improving the existing codebase in a rapidly changing environment, to be able to efficiently develop new functionality
• Work closely with Treasury, Traders, Risk, Finance and other stakeholders to understand requirements and design strategic solutions

Profil / Ihre Qualifikation / Ihre Persönlichkeit:

• Educated to University degree level or equivalent qualification/work experience in a quantitative discipline such as finance, math, physics, computer science, econometrics, statistics or engineering, advanced degrees such as Master of Science (MSc) or Doctor of Philosophy (PhD) a plus
• Excellent programming skills with experience gained in financial services industry, Python and C++ knowledge is required
• Work experience on a Financial Resource Management (FRM) desk and/or in optimising collateral management and funding & liquidity risk cost under business and regulatory constraints
• The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills
• Ability to prioritise against tight deadlines

Das erwartet Sie

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That’s why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them
• Competitive salary and non-contributory pension
• 30 days’ holiday plus bank holidays, with the option to purchase additional days
• Life Assurance and Private Healthcare for you and your family
• A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits
• The opportunity to support a wide ranging CSR programme + 2 days’ volunteering leave per year

• Training and development to help you excel in your career
• Flexible working to assist you balance your personal priorities
• A range of flexible benefits that you can tailor to suit your needs
• We value diversity and as an equal opportunities’ employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (for example, screen readers, assistive hearing devices, adapted keyboards)

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Kontakt

Standort

21 Moorfields, GB-EC2Y 9DB London