Description
Wealth Management Strat is a key role within Group Strategic Analytics (GSA), part of the Group Chief Operation Office (COO). The successful candidate will be responsible for developing quantitative models and analytics for pricing, counterparty risk, initial margin, stress testing, and gap risk across Wealth Management portfolios.
The ideal candidate will have 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 is also essential.
Key responsibilities include:
- Developing quantitative models and analytics for pricing, counterparty risk, initial margin, stress testing, and gap risk across Wealth Management portfolios.
- Building scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions.
- Designing funding- and capital-aware pricing for deposits and loans.
- Integrating trade, market, and collateral data across products and regions to deliver robust risk calculations.
- Translating complex portfolio analytics into actionable insights for business and risk decisions.
In return, the bank offers a competitive salary and benefits package, including hybrid working, a non-contributory pension, 30 days' holiday, life assurance, private healthcare, and a range of flexible benefits.
The bank values diversity and is an equal opportunities employer, making reasonable adjustments for those with a disability.