Liquidity / Funding Modelling Specialist - Matlab / R (5396)
In this role, you will review and refine the business franchise concept and model parametrizations for business, as usual, market-wide, idiosyncratic and combined scenarios.
- 5+ years of relevant experience in treasury or risk modeling/management
- Advanced knowledge in treasury related matters, financial markets and business lines of a bank (e.g. securities financing, derivatives, etc), very good understanding of the balance sheet
- Skilled in using statistical modeling software (Matlab, R)
- Proficient in MS applications (Word, Excel, Access) and familiar with running database queries (SQL for Oracle DB)
- Strong analytical skills, with a good understanding of the business environment and ability to solve practical problems
- Very good communication skills and the ability to explain technical topics clearly and intuitively
- Fluent in English (oral/written)
- Analyse and understand potentially complex businesses and its impact on liquidity and funding
- Develop models conceptually and support modeling/parameter choices empirically
- Review and refine business franchise concept
- Lead discussions with stakeholders on model approaches, assumptions, and results
Off to new destinations! Apply now directly on email@example.com or contact our team on +41 44 485 44 99.