Corporate Treasury-Analyst-Quantitative Engineering

Job Description

YOUR IMPACT: Our Corporate Treasury Strats team is a world leader in developing quantitative techniques and technological solutions that solve complex and commercial business problems. We partner with our firm s treasurer and businesses, including new growth areas like Marcus and Corporate Banking, to implement a new strategic real-time liquidity platform. The platform will support a central execution capability to move assets around the globe to meet business obligations and facilitate significant optimization and automation capabilities. In this role, you will be provided unique insight into the firm s business activities and asset strategy. You will be responsible for defining, developing models to optimize liquidity, build metric calculators, automated tools to help business get insights into data, predict scenarios and perform better decision making to reduce interest expense for the firm. This front to back model gives the quantitative developer a window into all aspects of CT planning and execution while working on cutting edge industrial technologies. Job Duties Work as a Quantitative strategist to build, enhance and analyze mathematical models designed to optimize liquidity usage in the firm. Build quantitative tools to attribute, explain and perform scenario analyses on various liquidity metrics. Write model documents and execute model validation process in accordance with firm policy for quantitative models. Collaborate with non-engineers to explain model behavior. Basic Qualifications Bachelor s degree Strong analytical skills to perform complex functional and technical analyses Strong communication skills Prior Experience Must Include: 1+ years in Developing mathematical models in one of the following: Python, C++ or Java Maintaining a production code base and daily production processes. Preparing and submitting technical documents to support the validation of mathematical models. Working with techniques of optimization, statistical analysis, including parameter estimation. ",