Location
London

Hours
Full Time

Salary
Negotiable

About the Role
Corporate Treasury manages the firm’s liquidity, funding, balance sheet, and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is led by the Global Treasurer and collaborates closely with the CFO, the firm’s businesses, Controllers, Operations, and Investor Relations among other groups. This role is ideal for collaborative individuals with strong quantitative analysis skills, an interest in portfolio and liquidity management, and a risk management mindset.

As a Quantitative Engineer in Corporate Treasury, you will design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices. You will build robust analytics for sensitivity, stress, and scenario analysis across portfolios and entities, produce and enhance methodologies for interest rate risk metrics, and partner closely with stakeholders across teams. Additionally, you will develop and uplift models to reflect evolving business needs, maintain model documentation and implementation, support regulatory inquiries and second-line validation, and deliver clear presentations and reports for discussion with managers and the team.

Experience
Experience in a quantitative finance role, building risk systems, and use of AI-based tools in development is a plus.

About you
You are a self-starter with the ability to work independently as well as thrive in a team environment. You possess excellent written, verbal, and team-oriented communication skills and have a strong quantitative and analytical mindset.

Qualifications
Excellent academic background in a quantitative field such as mathematics, physics, statistics, engineering, or computer science, with a preference for Masters and PhDs. Strong programming skills in an object-oriented or functional paradigm such as C++, Java, or Python are required.