Quantitative Analyst AVP – Treasury [Behavioural]

• Prior experience in NII modelling, PPNR modelling, Deposit modelling, Treasury modelling, Consumer or client behavioural modelling, Time series regression / analysis, ARIMA / ARIMAX, etc.- Model Development and/or Model Validation.
• Technology - Hand's on programming experience (as a full-stack developer / agile developer etc.). C/C++,   Python
• Strong analytical skills & mathematical knowledge: Statistics, Probability, Time Series Analysis, Stochastic Calculus, Numerical Methods etc.

Background – typically M Sc. Statistics / Economics, Model Development or Model Validation