The Core Engineering- Quantitative Engineer -Associate / Vice President - London

About the role

Design, implement, and maintain quantitative models and frameworks for asset-liability management, forecasting, funding costs, behavioral assumptions, and stress testing. Monitor model performance and data quality, update documentation, support validation and regulatory inquiries, and communicate balance-sheet risk insights to senior stakeholders. A strong academic background in a quantitative field is sought, with a preference for a master's degree or PhD, alongside strong programming skills in Python, C++, or Java. Candidates should have quantitative finance experience focused on asset-liability management, funding or behavioral modeling, and balance-sheet management, as well as knowledge of fixed income, interest rate derivatives, and statistical modeling.