Treasury Quantitative Risk Manager

Responsibilities:

• Use statistical modelling and machine learning to develop models for prepayment, pipeline and behavioural risks in the banking book.
• Build, test, and maintain models for Interest Rate Risk in the Banking Book (IRRBB), liquidity risk, and other Treasury risk metrics.
• Develop tools in Python to support model development, monitoring, and reporting.
• Work with financial engineering, treasury, and IT teams to contribute to the development of risk management platforms.
• Manage the full model life cycle: from design and development to validation, documentation, and regulatory/internal reviews.
• Identify opportunities for automation, efficiency, and improved controls in risk processes.
• Translate complex model concepts into clear language for non-technical stakeholders across the bank.
• Support regulatory and internal requirements to ensure models remain accurate, reliable, and fit for purpose.

Requirements:

• Degree in a quantitative field such as Mathematics, Data Science, Econometrics, Engineering, Physics, or related.
• Strong skills in Python programming; knowledge of VBA or C++ is a plus.
• At least 3 years of experience in analytics, ideally in banking risk modelling, stress testing, or forecasting.
• Understanding of IRRBB risk metrics and liquidity risks.
• Knowledge of financial assets, liabilities, and metrics such as liquidity coverage ratios, balance sheet, and capital ratios.
• Experience with interest rate derivative pricing, curve construction, or market risk management is an advantage.
• Strong communication skills, with the ability to explain technical details to both technical and business audiences.
• Professional qualifications such as FRM, PRM, or CFA are a plus.

We offer:

• Opportunity for professional development in an international environment and for increasing your abilities and skills in various areas
• Great atmosphere and comfortable working conditions.
• Stable job and cooperation with friendly and high qualified team
• Hybrid model of work, flexible working hours 
• Office located near city centre
• Modern working environment (agile spaces, private quiet rooms and breakout areas)
• Competitive salary 
• Performance-related bonuses
• Private medical cover for you and your family 
• Multikafeteria system 
• Life insurance 
• Unlimited access to learning platform 
• Annual parties  and other social events   

Recruitment proces:

• Short interview with Antal Consultant
• HR Screening – phone call
• On-line meeting with Hiring Manager
• Employment