My client is a fast growing challenger bank based in London (although offering a hybrid working pattern). This new role is to join a high performing Treasury team.

Responsibilities

• Day-to-day execution and risk management activities across a range of derivative and cash instruments
• Fixed income portfolio construction and allocation
• Credit and market risk assessment of existing and prospective investments
• Development and maintenance of cash flow and pricing models
• Monitoring of portfolio performance
• Lead on and perform data and quantitative work with stakeholders from across the bank
• Utilise business analysis and commercial skills to engage with multiple stakeholders

Required skills

• Educated to Degree / MSc / PhD level, ideally in a mathematical or quantitative subject
• VBA/SQL/Python/R experience (at least one)
• Strong communication skills - ability to liaise with multiple stakeholders
• Experience working with quantitative financial models, ideally in a banking environment
• Leading projects and delivering them to tight deadlines
• Experience working within Financial Services Treasury/Risk/ALM/Analytics, preferably at a retail bank/building society