Valuation Analyst - Quant - BFS

Qualifications and Experience: Relevant qualifications in quantitative finance, information systems, data analyst, computer science, engineering, or mathematics, with 4-6 years related experience.

- Conduct valuations of various banking book financial products. Develop and maintain SQL queries and stored procedures for data analysis and reporting.

- Utilize Microsoft Excel for complex financial modeling and analysis. Collaborate with cross-functional teams to provide insights and support decision-making processes. Stay updated with the latest developments in quantitative finance and financial product valuation.

- Ideal Candidate: A detail-oriented individual with strong analytical skills. A proactive problem solver with the ability to work independently and as part of a team. Someone with excellent communication skills and the ability to convey complex financial concepts to non-technical stakeholders.

Knowledge, Sills & Tools:

- An understanding of, and experience in, valuing banking book financial products from scratch (Bonds, FRNs, Fixed- and Floating Term Loans and Deposits, Interest Rate Swaps)

- Experience writing SQL queries and stored procedures.

- Microsoft Excel

Additional knowledge (Good to have)

- Understanding of Quantitative Finance

- Python, R

- Experience as a software developer in a professional environment

- Knowledge of Microsoft .Net and C#

- Experience in a Treasury environment

Hybrid work model, mandatory work from office 2 days per week.