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Principal - Treasury Recruitment Specialist - Pure Search

Pure Search are delighted to be working with a bulge bracket bank on their search for an ALM Quantitative Analyst at the Assistant Vice President level. This role sits within the bank's QA Treasury Team.

You will be responsible for supporting the Asset and Liabilities Management (ALM) & Hedge Accounting stakeholders in Finance & Risk by designing, implementing, and deploying Python-based tools for balance sheet sensitivity and risk metrics. Additionally, you will collaborate with business stakeholders and Technology partners to develop and deploy models.

Primary Deliverables

• Design analytics and modelling solutions to complex business problems using domain expertise.
• Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools.
• Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
• Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users.
• Demonstrate conformance to all the bank's Risk Management Policies, particularly Model Risk Policy.
• Ensure all development activities are undertaken within the defined control environment.

Required Experience

• 2-5 years experience in a similar position, including industry experience for Python or transferable codes e.g. C++ or Java.
• Strong coding skills in Python, including close familiarity with Pandas and Numpy libraries.
• A solid foundation in financial mathematics, in particular bond and derivative pricing and discounting.
• Mathematics, Statistics, Computer Science, or related degree.
• Excellent communication skills, including the ability to discuss technical matters with a non-technical audience.

No sponsorship is available for this position.

This role is hybrid 3 days per week in the office.

Please apply or reach out to daisycatterall@puresearch.com to arrange time to speak if you meet the above criteria.

Seniority level

• Seniority level

  Associate

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Banking

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