Meraki Talent’s client is currently looking to hire a Quant Developer (Liquidity Risk Management) into their Models and Infrastructure team in Glasgow. Our client is a globally respected Banking firm which has a strong presence in the UK and US. This role sits within Treasury & Capital Risk and focussed most specifically on IRRBB and Capital Risk.
Within Liquidity Risk Modelling and Infrastructure, the team take responsibility for the roll out of the strategic platform in order to run the firm’s liquidity stress tests, limits and reports, along with the ongoing support of existing models and methodologies. This is a very exciting new opportunity as you will be leading the build out of a new team and new capability for model development, assessing quality of the models, consolidating the models they do use and back-testing of data.
The role is very project focussed, developing new assumptions, remediating existing models and ensuring ongoing compliance with regulators.
For this role my client is seeking an experienced risk management professional with strong coding skills ideally in SQL, VB or Python. A Masters or PHD in a quantitative discipline is required as is experience in model development, model lifecycling and model monitoring.