VP Statistical Modelling Quant - Top tier investment bank - Eximius Finance

Quantitative Analyst – Treasury quants , London

We’re looking for an ambitious ALM Quantitative Analyst to join our QA Treasury team in London, supporting Treasury Finance in managing Interest Rate Risk. In this role, you will develop sophisticated statistical models to forecast asset and liability behavioral balances, helping to shape key Treasury decisions across the bank.

The role focuses on Python based quantitative models that project balance sheet cash flows, liquidity risk and hedge accounting metrics under stress and resolution type scenarios and requires close collaborate ion with Treasury Finance, Risk and Technology partners to deliver robust, well controlled models in a regulated environment.

What you’ll bring:

• Proven experience developing mathematical and statistical models within a banking environment

• Strong knowledge of statistical and econometric modelling techniques, including time series analysis, regression methods, and a range of estimation approaches

• Excellent communication skills, with the ability to explain technical concepts to non‑technical stakeholders

• Proficiency in Python for modelling, data manipulation, and analysis

Highly valued experience:

• C++ experience and knowledge of the banking products

• Handling and analysing large, complex datasets, including data cleaning, pattern identification, and clustering

• Developing and implementing models that leverage advanced machine learning techniques