Description
We are seeking a Corporate Bank Strat to join our Group Strategic Analytics (GSA) team, which is part of the Group Chief Operation Office (COO). As a Corporate Bank Strat, you will play a critical role in developing quantitative models and analytics for pricing, risk, and stress testing across Corporate Bank loans portfolios.
Key Responsibilities:
- Develop quantitative models and analytics for pricing, risk, and stress testing across Corporate Bank loans portfolios.
- Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions.
- Define consistent capital and expected credit loss methodologies across business, Risk, and Finance.
- Integrate trade, market, and collateral data across products and regions to deliver robust risk calculations.
- Translate complex portfolio analytics into actionable insights for business and risk decisions, including during market stress.
- Partner with Front Office, Risk, Technology, and Operations to define requirements and deliver strategic solutions.
Requirements:
- Strong C++ and Python skills, with experience developing production-quality quantitative software.
- Experience in pricing, valuation, or risk analytics for derivatives, financing transactions, loans, or securities.
- Knowledge of credit risk, collateral, stress testing, or portfolio risk measurement.
- Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin.
- Proven ability to deliver complex, cross-functional change in a Front Office environment.
- Excellent interpersonal and strong problem-solving skills, with the ability to both support and influence technical and business stakeholders.
What we offer:
- Hybrid working model
- Competitive salary and non-contributory pension
- 30 days' holiday plus bank holidays, with the option to purchase additional days
- Life Assurance and Private Healthcare for you and your family
- A range of flexible benefits including Retail Discounts, a Bike4Work scheme, and Gym benefits
- The opportunity to support a wide-ranging CSR programme + 2 days' volunteering leave per year