In this role, you will play a pivotal part in the development of software and analytics that drive firmwide mandates. Your responsibilities will include enhancing liquidity risk and interest rate risk management, optimizing trade execution, refining cash and collateral management, and streamlining funding strategies.
Your expertise will contribute to the creation of marking and quoting tools, as well as the delivery of timely risk reporting to trading desks. You will also maintain production software reports and calculations, providing support to controllers and traders. Your innovative mindset will be utilized to optimize the firm’s liability stack through advanced balance sheet analytics and hedging strategies.
Working closely with treasury, desk strategists, and engineering teams, you will design and implement processes to efficiently leverage financial resources in alignment with commercial priorities. Your proficiency in quantitative analysis will ensure effective communication of technical insights to enhance business understanding.
- Master’s degree (U.S. or foreign equivalent) in Applied Mathematics, Statistics, Quantitative Finance, Computational Finance, Computer Science, Engineering, or related field, with five (5) years of experience in a similar role. OR
- Bachelor’s degree (U.S. or foreign equivalent) in Applied Mathematics, Statistics, Quantitative Finance, Computational Finance, Computer Science, Engineering, or related field, with seven (7) years of experience in a similar role.
- A minimum of five (5) years of experience in financial modeling, utilizing financial mathematical techniques within a significant financial institution, and engaging in code peer reviews.
- Proficiency in programming languages such as Python, C++, Java, R, or equivalent, specifically in the context of large-scale, multi-developer projects.
- Sound knowledge of mathematical techniques including generalized linear regression, multivariate regression analysis, time series analysis, and optimization.
- Ability to effectively convey complex model outputs to stakeholders.
- Demonstrated ability to lead independent computational projects or initiatives.
- Strong communication skills, capable of presenting project updates and findings to senior stakeholders.