Analyst/Associate/VP - Corporate Treasury Strategy - Banking

Urgently Hiring for Corporate Treasury

0-4 - Analyst, Associate

7-9 - VP

Building Liquidity, Funding models etc

Familiar with c/c++/Java/Matlab

There will be a codderpad test for this role

DIVISIONAL OVERVIEW : 

- Corporate Treasury strategist (or strat) is a highly collaborative role requiring close interactions with the Corporate Treasury, Trading, and Market and Credit Risk management functions. A member of our team would be able to use their engineering and/or scientific background to identify and measure risk and to implement quantitative and technical risk management solutions in software. A successful strat would be highly analytical, driven to own commercial outcomes and will be able to communicate with precision and clarity.

- Corporate Treasury works closely with the CFO, Treasurer and other members of senior management to manage the firm's liquidity risk, secured and unsecured funding programs, and the level and composition of consolidated and subsidiary equity capital. The department plays a key role in firmwide strategic and analytical projects, providing a unique insight into the firm's business activities and performance. Our primary objectives are to:

- Maintain an appropriate level of excess liquidity to protect against market-wide -specific stresses and to meet intraday liquidity requirements

- Determine the appropriate funding strategy for assets based upon their liquidation profiles

- Raise funding across diverse markets, investors, and products; and,

- Hold adequate capital to protect against risk of loss and to meet regulatory requirements

RESPONSIBILITIES

Responsibilities include:

- Participate in the firm's liquidity risk analysis, cash & collateral management, and asset liability management

- Build liquidity and ALM models in the firm proprietary programming language

- Understand and evolve/project the firm's liquidity needs/risks to model the excess liquidity buffer requirement.

- Work with treasury, desk strategists, and technology departments on model creation, testing, signoff, maintenance, and methodology enhancements

- Be responsible for modeling methodologies, code base, and infrastructure

- Analyze model output and facilitate understanding of model results by non-technical clients

- Interact with Regulators on regulatory issues, requests, and capital issues

QUALIFICATIONS : 

Corporate Treasury Strategists (or Strats) welcomes applicants with academic background in a quantitative field such as Engineering, Mathematics or Physics - advanced degrees (PhD or Masters) or Bachelor's with relevant technical work experience. A strong analytical, mathematical and programming background is preferred.

- Solid background in computer programming, C/C++/Java/MATLAB or equivalent language, preferentially in large scale financial or technical computations

- Familiarity with financial markets, financial assets, and asset pricing is a definite plus

- Excellent verbal and written communication skills

- Self-motivated team player.