Job Title

Were working with a leading global financial institution seeking an experienced ALM Quantitative Analyst (AVP level) to join their Treasury Quantitative Analytics team in London. This is a high-impact role supporting Treasury Finance by developing statistical models to forecast behavioural asset and liability balanceskey to managing interest rate risk.Key Responsibilities:Develop and implement quantitative models for asset-liability forecasting and interest rate risk management.Utilise advanced econometric and statistical techniques such as time series analysis and regression modelling.Translate complex technical concepts for both technical and non-technical stakeholders.Write robust, production-ready Python code and partner with technology teams to operationalise models.Ensure models are compliant with internal governance and model risk frameworks.Provide ongoing model validation, documentation, and performance monitoring.Ideal Candidate Will Have:Strong background in ALM or Treasury modelling, particularly behavioural balance forecasting.Deep knowledge of statistical/econometric methods.Solid Python programming skills and experience handling large datasets.Clear and confident communicator, able to bridge the technical and business gap.