In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
The Corporate Treasury Strats team is looking for a senior quant to work closely with Corporate Treasury partners to employ quantitative analytics to drive optimizations of firm liquidity, cash and collateral management, funds transfer pricing and trade execution strategies. This is an integrated group which both explores new ideas for optimizing the funding management of the firm and also executes trading strategies, all in one team.
The team 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.
Develop software and analytics to further develop Corporate Treasury's firmwide mandates: liquidity risk, interest rate pricing and risk management, trade execution, cash & collateral management, funding optimization.
Actively engage with corporate treasury traders and supporting them with their valuation and hedging requests.
Work with 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
Optimize the firm's liability stack by developing balance sheet analytics and hedging strategies
Solid background in object-oriented computer programming: C++, Java, Python or equivalent language, preferably in large scale financial or technical computations
Expertise in some aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling
Strong software design experience
Experience with financial markets and assets, with a preference for vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies and risk management.
Excellent communication skills, including experience speaking to technical and business audiences and working globally across multiple regions.
Up to 10 years of relevant, continuous experience.
Credit or mortgages experience is desired but not required.