Manager, Global Treasury Quants
Core
Strengthen quantitative capabilities across regulatory stress testing, behavioral modeling of customer liabilities, scenario analysis, and Treasury analytics.
Role type
Manager, Global Treasury Quants
Builds
Regulatory stress testing frameworks, behavioral models for e-money liabilities, liquidity and capital forecasting models, and automated reporting dashboards.
Domain
Financial Services / Treasury / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
Regulatory stress testing, behavioral modeling, liquidity management, capital management, IFRS 9, Python, SQL, Tableau/Power BI, advanced Excel (VBA)
Preferred skills
EBA/PRA regulatory stress exercises, econometric modeling, interest rate risk in the banking book (IRRBB), SAP BW
Technologies
Python, SQL, Tableau, Power BI, Excel, VBA, SAP BW
Responsibilities
Develop and enhance end-to-end regulatory stress testing capabilities; Develop behavioral models for e-money and customer liabilities; Build and maintain liquidity and capital forecasting models; Strengthen scenario analysis by improving quantitative linkage between macro parameters and risk impacts; Coordinate timely updates to IFRS 9 parameters; Design dashboards and automated tools to streamline recurring analytical workflows.
Seniority
Manager, hands-on IC with team leadership
