Posted 11 days ago
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**Corporate Treasury Liquidity Quantitative Engineer / Sr. Associate - London** - **Role:** Develop risk models and risk sensitivity analysis, systemically reduce risk and monitor market exposure. - **Experience:** 6+ years in software development, with strong programming skills in compiled or scripting languages (C, C++, Java, Python, etc.). - **Skills:** Data structures, algorithms, software design, core programming concepts, advanced mathematical/statistical/engineering approaches like optimization, machine learning, regressions, and visualization. - **Qualifications:** Postgraduate degree in Mathematics, Physics, Electrical Engineering or related field. Demonstrated ability to learn technologies and apply them, strong analytical and problem-solving skills, excellent communication skills. - **Domain:** Familiarity with financial markets, financial assets, and risk management practices a plus.
- Compensation
- Not specified GBP
- City
- London
- Country
- United Kingdom
Currency: £ (GBP)
Full Job Description
CORPORATE TREASURY
We're a team of specialists charged with managing the firms funding, liquidity, capital and relationships with creditors and regulators. Corporate Treasury manages the firms financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. The division is ideal for collaborative individuals who have strong quantitative analysis skills and risk management capabilities since Treasury actively manages the firms financial resources which are constantly changing due to business activity, markets, risk appetite, regulations and other factors.
Liquidity Strats use their programming and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners, understand financial market, to quantify the firms risk. You will also focus on developing quantitative models & scalable architecture.
FUNCTIONALITY DESCRIPTION
- Developing risk models and risk sensitivity analysis that use advanced mathematical/statistical/engineering approaches such as optimization, machine learning, regressions, visualization
- Performing detailed analysis on risk trends and drivers
- Updating and maintaining risk models along with business growth and risk environment changes
- Developing and maintaining large scale risk infrastructures/systems using strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
- Experience in designing highly scalable, efficient systems
- Effectively communicating results and outputs from the model and insights from analysis
QUALIFICATIONS
- Post graduate degree /Bachelors degree in Mathematics, Physics, Electrical Engineering or related technical discipline
- 6+ years experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts
- Strong analytical and problem solving skills using math, statistics, and programming
- Demonstrated ability to learn technologies and apply
- Excellent communication skills including experience speaking to technical and business audiences and working globally
- Strong programming experience in at least one compiled or scripting language (e.g. C, C++, Java, Python)
- Experience in designing highly scalable, efficient systems
- Familiarity with financial markets, financial assets and risk management practices is a plus
