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Job Description:
Quantitative Services team supports Corporate Treasury team on optimization of multilateral risk exposure to minimize funding cost and rebalancing risk. The candidate works as part of a broader team on delivery of projects spanning multiple quantitative domains.• Works independently, with limited direction, and is evaluated through end results.• Interacts extensively with internal or external contacts to identify, research, analyze and resolve complex problems.• Leverage strong quantitative and programming skills to build deep knowledge of the banks pricing & risk libraries and infrastructure. Use this knowledge to serve as a trusted partners to clients.Responsibilities:• Develops analytical and technical tools and delivers quantitative solutions for process enhancement and risk management.• Apply mathematical or statistical techniques to address practical issues in overall Risk Optimization initiatives, such as minimize funding costs, rebalancing risk exposure among CCPs, risk management and other regulatory requirements.• Knowledge of Initial margin calculation and SIMM model. Build approach to assess Initial Margin (IM) impact under both Uncleared Margin Rules (UMR) and in house CCP models across multiple legal entities and clearing houses.• Run back testing and impact analysis on optimized funding solutions to ensure performance and document outcomes.• Work directly with front office, Corporate Treasury, business support and technology teams to enhance risk optimization approach. Provide analysis to various stakeholders.Other Qualifications:• Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions.• Excels in working among diverse viewpoints to determine the best path forward.• Experience in connecting with a diverse set of clients to understand future business needs - is a continuous learner.• Commitment to challenging the status quo and promoting positive change.• Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base.• Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.Requirements:• At least 10 years of professional experience with advanced Computer Science, Mathematics, Applied Mathematics, Statistics/Data Science or other quantitative discipline.• Understands financial products across all asset classes in capital markets and has extensive knowledge of iterative linear approximation and optimization algorithms.• Experience with Python programming, Java, SQL and ETL, Excel VBA experience.• Strong analytical and problem solving skills with the ability to interpret large amounts of information.• Excellent communication & knowledge of operational processes.• Experience with machine learning and data mining is preferred.Job Band:H5Shift:1st shift (United States of America)Hours Per Week:40Weekly Schedule:Referral Bonus Amount:0 > Job Description:Quantitative Services team supports Corporate Treasury team on optimization of multilateral risk exposure to minimize funding cost and rebalancing risk. The candidate works as part of a broader team on delivery of projects spanning multiple quantitative domains.• Works independently, with limited direction, and is evaluated through end results.• Interacts extensively with internal or external contacts to identify, research, analyze and resolve complex problems.• Leverage strong quantitative and programming skills to build deep knowledge of the banks pricing & risk libraries and infrastructure. Use this knowledge to serve as a trusted partners to clients.Responsibilities:• Develops analytical and technical tools and delivers quantitative solutions for process enhancement and risk management.• Apply mathematical or statistical techniques to address practical issues in overall Risk Optimization initiatives, such as minimize funding costs, rebalancing risk exposure among CCPs, risk management and other regulatory requirements.• Knowledge of Initial margin calculation and SIMM model. Build approach to assess Initial Margin (IM) impact under both Uncleared Margin Rules (UMR) and in house CCP models across multiple legal entities and clearing houses.• Run back testing and impact analysis on optimized funding solutions to ensure performance and document outcomes.• Work directly with front office, Corporate Treasury, business support and technology teams to enhance risk optimization approach. Provide analysis to various stakeholders.Other Qualifications:• Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions.• Excels in working among diverse viewpoints to determine the best path forward.• Experience in connecting with a diverse set of clients to understand future business needs - is a continuous learner.• Commitment to challenging the status quo and promoting positive change.• Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base.• Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.Requirements:• At least 10 years of professional experience with advanced Computer Science, Mathematics, Applied Mathematics, Statistics/Data Science or other quantitative discipline.• Understands financial products across all asset classes in capital markets and has extensive knowledge of iterative linear approximation and optimization algorithms.• Experience with Python programming, Java, SQL and ETL, Excel VBA experience.• Strong analytical and problem solving skills with the ability to interpret large amounts of information.• Excellent communication & knowledge of operational processes.• Experience with machine learning and data mining is preferred.Job Band:H5Shift:1st shift (United States of America)Hours Per Week:40Weekly Schedule:Referral Bonus Amount:0Job Description:Quantitative Services team supports Corporate Treasury team on optimization of multilateral risk exposure to minimize funding cost and rebalancing risk. The candidate works as part of a broader team on delivery of projects spanning multiple quantitative domains.• Works independently, with limited direction, and is evaluated through end results.• Interacts extensively with internal or external contacts to identify, research, analyze and resolve complex problems.• Leverage strong quantitative and programming skills to build deep knowledge of the banks pricing & risk libraries and infrastructure. Use this knowledge to serve as a trusted partners to clients.Responsibilities:• Develops analytical and technical tools and delivers quantitative solutions for process enhancement and risk management.• Apply mathematical or statistical techniques to address practical issues in overall Risk Optimization initiatives, such as minimize funding costs, rebalancing risk exposure among CCPs, risk management and other regulatory requirements.• Knowledge of Initial margin calculation and SIMM model. Build approach to assess Initial Margin (IM) impact under both Uncleared Margin Rules (UMR) and in house CCP models across multiple legal entities and clearing houses.• Run back testing and impact analysis on optimized funding solutions to ensure performance and document outcomes.• Work directly with front office, Corporate Treasury, business support and technology teams to enhance risk optimization approach. Provide analysis to various stakeholders.Other Qualifications:• Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions.• Excels in working among diverse viewpoints to determine the best path forward.• Experience in connecting with a diverse set of clients to understand future business needs - is a continuous learner.• Commitment to challenging the status quo and promoting positive change.• Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base.• Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.Requirements:• At least 10 years of professional experience with advanced Computer Science, Mathematics, Applied Mathematics, Statistics/Data Science or other quantitative discipline.• Understands financial products across all asset classes in capital markets and has extensive knowledge of iterative linear approximation and optimization algorithms.• Experience with Python programming, Java, SQL and ETL, Excel VBA experience.• Strong analytical and problem solving skills with the ability to interpret large amounts of information.• Excellent communication & knowledge of operational processes.• Experience with machine learning and data mining is preferred.Shift:1st shift (United States of America)Hours Per Week:40Learn more about this roleVacancy expired!