Quantitative Strategist – Capital and Liquidity Strats
Core
Building systems to price and optimize liquidity and funding risk and capital measures into trades, and measuring/presenting risks for macro management decisions.
Role type
Senior IC quantitative strategist (capital & liquidity)
Builds
Strategic analytics platform for funding & liquidity risk optimization
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
Python, C++, quantitative finance, portfolio metrics optimization, funding risk modeling, liquidity risk modeling, regulatory constraint optimization
Preferred skills
MSc or PhD in quantitative discipline, FRM desk experience, collateral management experience
Technologies
Python, C++
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