The role would focus on the validating treasury models. This interesting opportunity would give the candidate and opportunity to review/challenge risk models in this space alongside covering aspects of Interest Rate Risk in the Banking Book
My client would be keen to initiate conversations with candidate with the following backgrounds.
- Minimum 4 years within a quantitative risk role
- Quantitative focused education (Maths, stats, physics etc)
- Investment banking experience, ideally within Treasury. Knowledge of balance sheet modelling would also be benificial.
If this aligns with your background please don't hesitate to apply, my client has confirmed they are happy to video interview for this role and can remotely on-board.