Lead Data Scientist - Treasury Liquidity
Core
Design, implement, and refine models to forecast and manage liquidity, ensuring sufficient cash in the right place at the right time while controlling liquidity risk.
Role type
Lead Data Scientist (Treasury Liquidity)
Builds
Real-time money movement processes, bespoke models for stress events and new product launches, and liquidity risk infrastructure.
Domain
Financial Services / Treasury / Liquidity Management
Deliverable
production ML models
Required skills
Python, Big Data technologies (Hadoop, Spark), Cloud platforms (AWS, GCP, Azure), Statistics, Machine Learning, Linear Algebra, Optimisation
Preferred skills
Supply/demand modelling and forecasting experience
Responsibilities
Develop supply and demand forecasts for multi-region portfolios; Conduct data analysis to support liquidity efficiency initiatives; Collaborate with engineering to implement scalable models; Develop models for understanding liquidity consumption by products; Document and present risk assessments to senior stakeholders.
