What are the responsibilities and job description for the Corporate Treasury Strategist (Scala or C++ is a must) position at Quanta Search?
Corporate Treasury desk strategies group at a major investment bank has an open position in New York. The group provides analytic support for Corporate Treasury globally and is a part of the fixed income strat organization. Main areas of focus are: long-term debt issuance and hedging, liquidity management, contingent funding plan, regulatory liquidity reporting, hedge accounting, funds transfer pricing, structured notes issuance, and support of Corporate Treasury trading.
In this role the strat will be supporting analytics related to the $75Bn combined Institutional Security Group (ISG) and Bank investment portfolio. This is an interesting opportunity to see how the front office systems can be used to maximize the portfolio return under various constraints.
MBS and other securitized products are a substantial part of the portfolio. The strat will be developing in the environment which allows to unify the credit, global macro, and securitized product analytics on the same platform and see how Bank portfolio performance fits into the asset/liability management framework on the firm level.
Skills required:
1) 2-5 years of experience in a similar role in the industry is required.
2) Phd/Master's degree in Statistics, Finance, Mathematics and Physics.
3) Strong programming skills. At minimum, this position requires programming in scala, KDB/Q, or C .
4) Strong communication and collaboration skills are necessary.
In this role the strat will be supporting analytics related to the $75Bn combined Institutional Security Group (ISG) and Bank investment portfolio. This is an interesting opportunity to see how the front office systems can be used to maximize the portfolio return under various constraints.
MBS and other securitized products are a substantial part of the portfolio. The strat will be developing in the environment which allows to unify the credit, global macro, and securitized product analytics on the same platform and see how Bank portfolio performance fits into the asset/liability management framework on the firm level.
Skills required:
1) 2-5 years of experience in a similar role in the industry is required.
2) Phd/Master's degree in Statistics, Finance, Mathematics and Physics.
3) Strong programming skills. At minimum, this position requires programming in scala, KDB/Q, or C .
4) Strong communication and collaboration skills are necessary.
