Assistant Vice President - Quantitative Analyst - Treasury

Purpose of the Role

Our Clients, Global bank is inviting applications from candidates with strong quantitative modelling expertise to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics that drive key business decisions.

Ideal Candidate Profile

Education: M.Sc. in Statistics, Economics, or related quantitative discipline

Total Years of Experience: 8-15

Skills:

- Model Development, Model Validation, or Model Implementation (core development experience preferred)

- NII Modelling, PPNR Modelling, Deposit Modelling, Treasury Modelling

- Consumer / Client Behavioural Modelling

- Time Series Regression / Analysis (ARIMA / ARIMAX, etc.)

- Hands-on coding experience (e.g., full-stack or agile development environments)

- IRRBB, RRP, TWD, Hedge Accounting, Liquidity Modelling

- FX Rate Risk, ICAAP VAR Models, Balance Sheet Modelling, Cash Flow Forecasting