Treasury Model Developer- Data Science

Our client is seeking a profile with a deep experience in quantitative analytics and model construction to optimise the Banks interest rate (IRRBB) and liquidity positions. In the role you will be responsible for monitoring and statistically modelling client behaviour on non-maturing deposits (current and saving accounts) and loan prepayment behaviour in order to identify investment opportunities.

Required Experience:

1. 8 + years statistical modelling and knowledge of machine learning
2. 5 + years treasury experience (IRRBB/Liquidity/Funds Transfer Pricing (FTP)
3. Coding/Programming: R, SQL, Python