AVP - Treasury Quantitative Analytics

AVP - Treasury Quantitative Analytics Empirical Search
• London, UK

• 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 ope rationalise them
• Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
• Demonstrate conformance to all the Bank’s Enterprise Risk Management Policies, particularly Model Risk Policy
• Ensure all development activities are undertaken within the defined control environment

• Experience in developing quantitative behavioural models in Asset Liability & Management
• Deep understanding of statistical and econometric modelling techniques – e.g. time series analysis, regression models and various estimation techniques
• Excellent communication skills, including the ability to discuss technical matters with a non-technical audience as well as being proficient in python programming
• Previous experience in modelling non-maturing deposits, mortgage prepayment or mortgage completion models
• Strong experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering
• Experience developing, implementing of models which utilise more complex Machine learning techniques