Quant/ Algorithm Developer

• The Treasury group of a large global bank is building a next generation scenario analysis and balance sheet modelling platform to support both regulatory and internal risk management needs.
• We are seeking a Quant / Algorithm Developer with strong Python skills, analytical thinking, and financial/risk modelling experience to help design and implement the core modelling, scenario generation, and analytics components of this enterprise platform.
• This role blends quantitative development and software engineering to build scalable tools used by Treasury, Market Risk, and senior decision-makers.

•        Strong proficiency in Python for numerical programming, data analysis, and model development.

•        Proficiency in SQL for data extraction, transformation, and performance tuned queries.

•        Experience building or integrating REST APIs for model-to-application communication.

Experience with one or more of the following:

• Interest Rate Risk (IRR/NII/EVE)
• Liquidity risk and cashflow modelling
• Market Risk or sensitivity-based analytics
• Capital stress testing (e.g., CCAR)

•  Ability to work with financial data, time-series analysis, and scenario-based modelling techniques.

Soft Skills

• Strong analytical thinking and problem-solving ability.
• Clear communication skills, especially for explaining technical concepts to non-technical partners.
• Ability to collaborate with risk SMEs, quants, and technology teams.
• Self-starter comfortable working in a fast-paced, multi-stakeholder environment.

Preferred Qualifications

•        Master’s degree in quantitative finance, Mathematics, Engineering, Computer Science, or similar field.

•        Experience in Treasury, risk modelling, or regulatory stress testing within financ