The Incumbent will contribute to highly visible enterprise-wide modelling programs, dedicated to a specific area of the business. The models make estimates that are a key input to management decisions and are reported to Senior Management and the Board of Directors on a regular basis. The role will be to execute corporate-wide standards for model development. The incumbent will be responsible for identifying problems that can be solved by the application of financial theory and building models which improve the firm's operations. The incumbent may work in one of ive disciplines, each responsible for a different type of modelling: 1. Credit Risk Modelling 2. Market Risk Modelling 3. Pricing Modelling 4. Forecasting 5. Treasury Modelling Execute corporate-wide standards for model development by creating options for theoretical frameworks, collecting data needed, supporting assumptions, and reviewing outcomes. Work will align to the development scope established by more senior colleagues. Support the validation of models, the incumbent is expected to provide testing and analysis at the request of Model Risk Management. Support the use of models, the incumbent is expected to execute models in accordance with approval conditions and communicate results to management. The incumbent will be responsible for performance monitoring of models, identifying possible deterioration by comparing outcomes to established thresholds. Primarily responsible for the accuracy and quality of own work. Requirements: • Masters Degree graduate/student in their penultimate year of studies in a quantitative discipline, including engineering, mathematics, physics, statistics, economics. • 0-2 years’ experience in market/credit risk/treasury/ modelling • The candidate must have a quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation, and communications skills. • Experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Python, VBA Java, FORTRAN, MATLAB, SQL) as well as mathematical/statistical software packages is welcome • Knowledge and interest in financial engineering, familiarity with pricing models (such as Black-Scholes, Hull-White, SABR), familiarity with financial derivates (such as swaps, options, swaptions, futures) • Understanding of a risk concept in a bank, especially market risk with a special focus on a Value-at-Risk. • Ability to handle large datasets, experience in data engineering would be also nice to have

• 1. Credit Risk Modelling
• 2. Market Risk Modelling
• 3. Pricing Modelling
• 4. Forecasting
• 5. Treasury Modelling

• • Master's Degree graduate/student in their penultimate year of studies in a quantitative discipline, including engineering, mathematics, physics, statistics, economics.
• • 0-2 years’ experience in market/credit risk/treasury/ modelling
• • The candidate must have a quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation, and communications skills.
• • Experience with complex quantitative modelling, numerical analysis, and computational methods using programming languages (such as C/C++, C#, Python, VBA Java, FORTRAN, MATLAB, SQL) as well as mathematical/statistical software packages is welcome
• • Knowledge and interest in financial engineering, familiarity with pricing models (such as Black-Scholes, Hull-White, SABR), familiarity with financial derivates (such as swaps, options, swaptions, futures)
• • Understanding of a risk concept in a bank, especially market risk with a special focus on a Value-at-Risk.
• • Ability to handle large datasets, experience in data engineering would be also nice to have

• Full time contract of employment
• City Centre locations close to main railway station
• Award-winning Wellbeing Program supporting you with your unique health and wellbeing needs
• Diverse and inclusive environment
• Flexible benefits package, including life and medical insurance, health screening, fitness discount programme, employee assistance program

Curriculum vitae