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Corporate Treasury Engineer - Corporate Treasury Strats

New York, NY
YOUR IMPACT: Corporate Treasury Strats 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. Corporate Treasury Strats welcomes applicants with Master’s 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.

 

HOW YOU WILL FULFILL YOUR POTENTIAL
  • Develop software and analytics to further Corporate Treasury’s firmwide mandates: liquidity risk and interest rate risk management and trade execution, cash & collateral management, funding optimization
  • Use machine learning techniques and statistical modeling to develop pricing analytics and behavioral models for deposit products
  • Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies
  • Work with treasury, desk strategists, and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities
  • Perform quantitative analysis and facilitate business understanding of technical results
     
SKILLS AND EXPERIENCE WE ARE LOOKING FOR
  • Solid background in computer programming, Python, C++, Java, Matlab or equivalent language, preferably in large scale financial or technical computations
  • Expertise in some aspect of quantitative analysis, e.g. statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling
  • Familiarity with financial markets and assets, with a preference for experience with asset pricing and metrics used to govern financial institutions, e.g. liquidity coverage ratios, balance sheet and capital ratios
  • Excellent communication skills, including experience speaking to technical and business audiences and working globally
  • Can apply entrepreneurial approach and passion to problem solving and product development
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