Location
London, Greater London, England, United Kingdom

Hours
Full Time

Salary
Negotiable

About the Role
Corporate Treasury is a team of specialists responsible for managing the firm’s funding, liquidity, capital, and relationships with creditors and regulators. The division manages the firm’s financial resources and minimizes interest expense through liability planning, asset liability management, and liquidity portfolio yield enhancement. This role is ideal for collaborative individuals with strong quantitative analysis skills and risk management capabilities, as Treasury actively manages the firm’s financial resources which are constantly changing due to business activity, markets, risk appetite, regulations, and other factors.

Liquidity Strats leverage their programming and mathematical expertise to identify and measure risk and implement quantitative and technical risk modelling solutions. Successful candidates are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As part of the team, you will work closely with key business partners, understand financial markets, and quantify the firm’s risk. You will focus on developing quantitative models and scalable architecture.

Key Responsibilities:
- Develop risk models and risk sensitivity analysis using advanced mathematical, statistical, and engineering approaches such as optimization, machine learning, regressions, and visualization
- Perform detailed analysis on risk trends and drivers
- Update and maintain risk models in line with business growth and changes in the risk environment
- Develop and maintain large-scale risk infrastructures and systems using strong programming skills in at least one compiled or scripting language (e.g. C, C++, Java, Python, Scala)
- Design highly scalable and efficient systems
- Effectively communicate results and insights from models and analyses

Experience
- Minimum 3 years of software development experience, including a clear understanding of data structures, algorithms, software design, and core programming concepts
- Strong programming experience in at least one compiled or scripting language such as C, C++, Java, or Python
- Experience designing highly scalable and efficient systems
- Familiarity with financial markets, financial assets, and risk management practices is a plus

About You
- Strong analytical and problem-solving skills using mathematics, statistics, and programming
- Demonstrated ability to learn new technologies and apply them effectively
- Excellent communication skills with experience presenting to both technical and business audiences globally
- Collaborative team player with a drive to own commercial outcomes and deliver high-quality results

Qualifications
- Postgraduate or Bachelor’s degree in Mathematics, Physics, Electrical Engineering, or a related technical discipline