Corporate Bank Strat

Job Title Corporate Bank Strat

• Develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios.
• Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions.
• Define consistent capital and expected credit loss methodologies across business, Risk and Finance.
• Integrate trade, market and collateral data across products and regions to deliver robust risk calculations.
• Translate complex portfolio analytics into actionable insights for business and risk decisions, including during market stress.
• Partner together with Front Office, Risk, Technology and Operations to define requirements and deliver strategic solutions.

Corporate Title Associate/Vice President

Group Strategic Analytics (GSA) is part of Group Chief Operation Office (COO) which acts as the bridge between the Bank's businesses and infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank.

Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. The technology platform underlies the trading functions of the Bank as well as management processes around the rational allocation of constrained resources, management of funding costs and capital efficiency programs.

A healthy, engaged and well-supported workforce are better equipped to do their best work and, more importantly, enjoy their lives inside and outside the workplace. That's why we are committed to providing an environment with your development and wellbeing at its centre.

You can expect:

• Hybrid Working - we understand that employee expectations and preferences are changing. We have implemented a model that enables eligible employees to work remotely for a part of their working time and reach a working pattern that works for them

· Competitive salary and non-contributory pension

· 30 days' holiday plus bank holidays, with the option to purchase additional days

· Life Assurance and Private Healthcare for you and your family

· A range of flexible benefits including Retail Discounts, a Bike4Work scheme and Gym benefits

· The opportunity to support a wide ranging CSR programme + 2 days' volunteering leave per year

• 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.
• Knowledge of credit risk, collateral, stress testing or portfolio risk measurement.
• Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin.
• Proven ability to deliver complex, cross-functional change in a Front Office environment.
• Excellent interpersonal and strong problem-solving skills, with the ability to both support and influence technical and business stakeholders.

· Coaching and support from experts in your team

· A culture of continuous learning to aid progression

· A range of flexible benefits that you can tailor to suit your needs

· We value diversity and as an equal opportunities' employer, we make reasonable adjustments for those with a disability such as the provision of assistive equipment if required (e.g. screen readers, assistive hearing devices, adapted keyboards)