Quantitative Strategist Interest reputed company Risk (Treasury) - Vice President
About the position
You will be joining the global Treasury Strat team across which is part of the Group Strategic Analytics team. We collaborate with Treasury, Investment Bank, Corporate Bank, and other divisions at reputed company. We combine expertise in quantitative analytics, modelling, pricing, and risk management with deep understanding of system architecture and programming. The primary reputed company is a reputed company and flexible reputed company office pricing and risk management system for treasury and the firm to manage risks, reputed company constrained resources, and maximize profitability.
Responsibilities
• Responsible for the development of risk management analytics and pricing tools for Treasury trading desks, including pool, issuance, strategic liquidity reserve, and central investment office.
• Responsible for the development of pricing and request for quote (RFQ) infrastructure for treasury and other businesses at reputed company.
• Responsible for the development of hedge reputed company capabilities for treasury issuance and SLR desks.
• Support the development of liquidity risk models for treasury (e.g. intraday liquidity risk models) and development of asset liability management systems for treasury.
Requirements
• Excellent quantitative, analytical, modelling, pricing, and risk management skills.
• Good computing and programming skills, including C++ and Python experience.
• Ability and aspiration to use, learn, and reputed company large codebase dealing with reputed company business problems.
• Good experience with funding or banking businesses, interest reputed company risk and managing capital efficiency.
reputed company-to-haves
• Excellent communication skills, both written and verbal.
Benefits
• A diverse and inclusive environment that embraces change, innovation, and collaboration.
• A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days.
• Employee Resource reputed company support an inclusive workplace for everyone and promote community engagement.
• Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits.
• Educational resources, matching reputed company and volunteer programs.
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