Skills

Python Mathematics

Job Specifications

Job Title: Quantitative Analyst / Model Developer (IRRBB & CSRBB Strategic Enhancement Initiative)

Duration: 9 Months Contract

Location: Hybrid – London (3 days in office)

Rate: 84.85 GBP/hr on PAYE OR 108.6 GBP/hr on Umbrella Inside IR35

Qualifications & Experience

• Advanced degree in Economics, Finance, Mathematics, or a related quantitative discipline.

• 5+ years’ experience in banking or financial services with direct exposure to IRRBB and/or CSRBB, asset-liability management, Treasury risk, or balance sheet risk.

• Proven hands-on experience with QRM, including configuring calculations, running sensitivities and scenario-style projections, and interpreting EVE / NII results.

• Ability to connect risk measurement to management action: limits, stress testing, funding / liquidity considerations, and capital / ICAAP-style discussions.

• Strong Python, R, or similar for analysing model outputs, checking reasonableness, and producing supporting analysis.

• Familiarity with European IRRBB / CSRBB expectations (e.g. EBA/ECB) and how those expectations typically show up in governance, model review, and senior escalation.

• Able to write clearly to the standard required for model review / validation / senior committee packs.

• Comfortable working under time pressure with multiple stakeholders and parallel deliverables.

Desirable

• Experience supporting large, time-bound enhancement programmes in a risk or Treasury function.

• Direct involvement in committees / forums covering IRRBB, CSRBB, or balance-sheet risk appetite.

• Prior interaction with internal validation, audit, or similar independent review of risk models or risk metrics.

About the Company

Established in 2000, LanceSoft is a pioneering force in delivering premier Global Workforce Solutions and IT Services to a diverse clientele. As a Certified MBE and Woman-Owned enterprise, we take pride in fostering global cross-cultural connections that propel the careers of our employees and drive the success of our clients' businesses. At LanceSoft, our mission is unequivocal: to leverage our expansive global network to seamlessly connect businesses with the most suitable talent and individuals with the most fitting oppo... Know more