{"id":4016898,"url":"https://alion.io/job/symphoni-hr-quantitative-analyst-treasury-irrbb","title":"Quantitative Analyst - Treasury (IRRBB)","company":{"id":3800108,"name":"Symphoni HR","domain":"symphonihr.com","url":"https://alion.io/company/symphoni-hr","size_band":"201-500","is_staffing_agency":true,"employer_type":"agency","is_intermediary":false,"listed_via":null,"ats_vendor":"Schema","truth_index":{"grade":"A","score":93,"open_postings":43,"ghost_share":0,"stale_share":0,"repost_share":0.465,"time_to_fill_p50_days":45,"computed_at":"2026-11-11T05:49:22Z"}},"role":"Finance","role_family":"Finance","seniority":"senior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Mumbai, India"],"countries":["IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"Agile","optional":false},{"name":"C++","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-11-10T13:11:05Z","employer_posted_date":"2026-11-10","last_verified_at":"2026-11-12T00:12:25Z","board_verified":true,"closed_at":null,"days_open":1,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":1},"description":"This is an individual contributor role focused on Interest Rate Risk in the Banking Book (IRRBB) and related treasury modelling. You will build and enhance best-in-class treasury and liquidity models within a global quant team. The role spans the full model lifecycle, from design and implementation through to testing and documentation, and supports regulatory and internal reporting.\nOur client is a leading global investment bank with a long-standing presence in financial services and a strong focus on regulatory excellence. They operate a global quantitative team that partners closely with regulators, risk, finance and technology functions. The organisation is known for a collaborative, technology-driven culture that values rigour, innovation and continuous improvement.\nResponsibilities\nDevelop and maintain treasury and liquidity models using industry-leading frameworks and methodologies.\nOwn end-to-end model development, including design, implementation, testing and documentation.\nBuild and enhance IRRBB, liquidity, balance-sheet and cash flow forecasting models.\nSupport regulatory and internal reporting, including PRA110 liquidity reporting and ICAAP VaR models.\nCollaborate with global quant, risk, finance and technology teams to deliver model solutions.\nMaintain a strong risk and controls mindset throughout the model development process.\nRequirements\nKnowledge of treasury risk and quantitative modelling, such as IRRBB, liquidity modelling, hedge accounting, ICAAP VaR and PRA110 reporting.\nHands-on coding experience in Python, C or C++ (R also considered).\nPractical experience in model development, model validation and/or model implementation, with core development experience preferred.\nExperience across some of: IRRBB, RRP, TWD, hedge accounting, liquidity modelling, FX rate risk, ICAAP VaR, balance-sheet modelling and cash flow forecasting.\nStrong risk and controls mindset, business acumen and strategic thinking.\nAn advanced technical degree in Statistics, Engineering, Numerical Analysis, Mathematics, Econometrics, Financial Engineering or Computer Science.\n5 to 12 years of relevant experience.\nSkills\nIRRBB, Liquidity modelling, Treasury risk and quantitative modelling, Python, C, C++, Model development, Model validation, ICAAP VaR, PRA110 reporting, R, RRP, TWD, Hedge accounting, FX rate risk, Balance-sheet modelling, Cash flow forecasting, Market risk model development, Pricing model experience, Full-stack development, Agile 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