The Core Engineering- Quantitative Engineer -Associate / Vice President - London

The Core Engineering- Quantitative Engineer -Associate / Vice President - London role involves designing and maintaining quantitative models for Asset Liability Management, including Net Interest Margin forecasting and funding cost projections. The position requires developing stress and scenario analysis frameworks to assess performance under various market conditions and enhancing behavioural models for deposits. The role also entails establishing rigorous backtesting and model performance monitoring frameworks to ensure accuracy and support regulatory inquiries.