We are looking for a junior quantitative analyst to join our expanding Treasury department.
Key responsibilities include:
§ Enhance the analytics suite used by the treasury team to measure and manage capital utilization and allocation
§ Work with other team members to expand the product coverage and methodologies used for various margin calculators and treasury specific analytics tools for efficient capital deployment
§ Build analytics tools to be used for increased margin efficiency via trade allocation
§ Contribute to expanding the treasury’s quantitative framework for managing the firm’s liquidity and cash and collateral deployment
§ Maintain the calculators’ daily operation. Improve efficiency
§ Build customized reports focusing on capital utilization, allocation, and efficiency across various business units/ PMs, firm-wide
§ Perform treasury specific data analysis including sorting, structuring, and visualizing data from multiple sources of internal and third party/vendor data
§ Improve the efficiency of various treasury-specific data sources utilization.
§ Identify and automate manual processes
§ Ability to see a project/module implementation through all its phases :
4. Ability to implement a full working version of the model
5. Work with our IT team to fully implement the module in production
Qualifications and Requirements:
§ Applied mathematics, statistics or physics MS preferred
§ Experience with time series analysis and data fitting
§ Working experience with optimization problems
§ Familiarity with risk-based margin methodologies
§ Excellent hands-on programming skills in Python (including Pandas), VBA, Java Script required
§ Working experience with sql, data sets
§ Exposure to at least a segment of capital markets (Financing, Rates, FX, Equities, commodities, etc) a plus
§ Detail oriented. Strong motivation and intellectual curiosity. Innovative.
§ Team player. Ability to work and liaise with several teams (front/back office, IT, etc). Strong communication skills.