A great opportunity for a strong PhD level candidate with a good maths, coding and a willingness to engage and communicate - there is constant communication with stakeholders.
Corporate Treasury Strats - Assoc level
This Corporate Treasury strat role is a highly collaborative position requiring close interactions with the Corporate Treasury, Trading, and Market and Credit Risk management functions. A member of this 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.
The team 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 firm wide strategic and analytical projects, providing a unique insight into the firm's business activities and performance.
They use their engineering and/or scientific background to implement quantitative analytics and management solutions in software. Corporate Treasury Engineering products guide funding sourcing decisions, allocation of financial resources, quantification of funding costs, and strategies to minimize costs and hedge risks. Successful strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity.
The team welcomes applicants with a Masters or a PhD in financial engineering/financial math; quantitative sciences, e.g. physics, statistics, applied math or other quantitative discipline; or relevant professional experience. Strong analytical skills, mathematical fluency, and programming abilities are required.
The primary objectives are to:
- Maintain an appropriate level of excess liquidity to protect against market-wide or firm-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
- Participate in the firm's liquidity risk analysis, cash & collateral management, and asset liability management
- Build liquidity and ALM models in the firms' 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
- Applicants with academic background in a quantitative field such as Engineering, Mathematics or Physics -- advanced degrees (PhD or Master's) 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.