Corporate Treasury Desk Strategist, Associate, Quantitative Strategists
Core
Develop and support P&L, Risk, Net Interest Income (NII), Liquidity models, hedge accounting, funds transfer pricing, and monitoring tools for the Firm's financial and capital resources.
Role type
Associate quantitative treasury strategist
Builds
Financial and capital resource management models and tools
Domain
Corporate Finance / Treasury
Deliverable
production ML models
Required skills
Scala, KDB/Q, C++, P&L modeling, Risk modeling, Net Interest Income (NII) modeling, Liquidity modeling, hedge accounting, funds transfer pricing, model control
Preferred skills
None stated
Technologies
Scala, KDB/Q, C++
