- Develop software and analytics to further, liquidity risk and interest rate risk management and trade execution, cash & collateral management, funding optimization
- Use machine learning techniques and statistical modeling to develop pricing analytics and behavioral models for deposit products
- Optimize the firm's liability stack by developing balance sheet analytics and hedging strategies
- Work with treasury, desk strategists, and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities
- Perform quantitative analysis and facilitate business understanding of technical results
- Use experience in building linear and non-linear models to develop analytics to drive the growth of the deposit platform
Skills and experience we are looking for:
- Solid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in large scale financial or technical computations
- Expertise in some aspect of quantitative analysis, e.g. statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling
- Strong software design experience
- Familiarity with financial markets and assets, with a preference for experience with asset pricing and metrics used to govern financial institutions, e.g. liquidity coverage ratios, balance sheet and capital ratios
- Excellent communication skills, including experience speaking to technical and business audiences and working globally
- Can apply entrepreneurial approach and passion to problem solving and product development
- Up to 3 years of relevant, continuous experience
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