Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming
Job Summary
Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
Your key responsibilities include modelling and managing funding costs and funds transfer pricing, moving to a portfolio funding model.
We are committed to providing an environment with your development and wellbeing at its centre, including hybrid working and a range of flexible benefits.
Matching Summary
Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
Skills & Requirements
Must-have
quantitative analytics
modelling
pricing
risk management
C++ and Python experience
interest rate risk modelling
credit risk modelling
Nice-to-have
system architecture understanding
flexible benefits
continuous learning culture
collaboration and initiative
Key Requirements
Strong quantitative and analytical skills
Strong computing and programming skills
Understanding of funding or banking businesses
Experience with interest rate risk or credit risk modelling