Modeller Python

The Role

Quantitative analysis and model implementation for business financial planning

Role and Responsibilities

Main Duties:

• Work with other team members to contribute to the development of models forecasting income statement and balance sheet components such as assets and liabilities
  
• Implement the models in banks model execution framework using Python.
  
• Work with Finance Treasury and Tech teams to source the relevant data and check consistency.
  
• Develop tests estimation and calibration procedures for forecasting models.
  

Experience & Skills Required

• Degree or related field in computer science statistics math finance econometrics or similar field
  
• Hands on programming experience in Python building financial or statistical models. Python experience should include model implementations handling large datasets.
  
• Previous of experience with financial or statistical modeling
  
• Some knowledge of financial mathematics such as discounting cash flow analysis etc.
  

Preferred Qualifications:

• Financial accounting knowledge covering income statement balance sheet assets and liabilities etc.
  
• Working knowledge of asset liability management and interest rate risk in the banking book