Quant Analyst- Modelling/Forecasting
Are you collaborative, innovative, and enjoy visionary thinking? Are you a self-motivated individual who is hardworking with proven work history? Are you forward-thinking, creative individual who willingly takes ownership of complex and challenging initiatives? Then, Apply Now!
Working with one of the top financial clients this role calls for a Quant Analyst- Modelling/Forecasting who will provide quantitative model support to the business as usual and strategic Treasury Balance Sheet Management projects and initiatives. This candidate must work effectively with internal and external partners of TBSM, including the Front Office, the Investments Team, the Market Risk Measurement and Reporting Team, the Treasury Analytics Group, and the Model Validation and Management Team, to ensure the soundness and accuracy of the model development and implementation.
- Research industry best practices and support the development of quantitative valuation models for measuring and hedging the interest rate risk of retail, commercial and structured finance products in the Banking book under a multi-curve environment.
- Research industry best practices, and address model validation, audit and regulatory requirements and/or findings in a timely manner.
- Support the development of desktop tools for TBSM Front Office and internal TBSM partners to support their trading, portfolio management and interest rate hedging activities.
Desired Skill Set:
- 3 years of experience as a Risk Analyst
- 3 years of solid experience in Quantitative Analysis and Financial Engineering
- Strong knowledge of financial markets, fixed-income portfolio management and hedging techniques and valuation model
- Demonstrated track record of creative problem-solving and solution development
- Strong analytical and communication skills
- Master’s degree in statistics, economics, mathematics or equivalent/related
Nice To Have:
- Sound understanding of C++
- Exposure to Fixed income and asset-backed securities modelling
- Working knowledge of Python
- Proficiency in VBA
BeachHead is an equal opportunity agency and employer. We advocate for you and welcome anyone regardless of race, color, religion, national origin, sex, physical or mental disability, or age.