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Manager, Quantitative Analysis
Full time @GRITalent posted 1 year ago in Quantitative Modeling & Financial Engineer , in Risk Management Governance & Compliance Shortlist Email JobJob Description
Purpose
Group Treasury is improving enterprise liquidity reporting capabilities to support ongoing activities, meet regulatory requirements, and facilitate the needs of internal liquidity management. We will develop and implement quantitative solutions and risk technology to support decision making of funding staff and senior management.
The Manager, Quantitative Analysis will be working with Funding, Cash Management, Technology and Risk Management groups on the implementation of new methodologies and assumptions in liquidity risk management.
Is this role right for you? In this role, you will:
- Develops, enhances, and maintains liquidity models for the balance sheet, including both retail and wholesale products. The work scope includes financial model selection and development, code development and maintenance, and product modeling.
- Integrates new consumer behavioral models into the Liquidity Internal Analytical Tool (LIAT) platform.
- Provides insights into liquidity stress testing, simulation, and scenario analysis.
- Coordinates with stakeholders to resolve issues that may arise in modeling and processes in LIAT production. Implements, reviews, and ensures the issue resolution is appropriate.
- Works with Funding, Cash Management and Risk Management to understand and incorporate changes of regulatory reporting requirements. Analyzes the quantitative impact on liquidity metrics.
Do you have the skills that will enable you to succeed? We’d love to work with you if you have experience with:
- Graduate degree in a quantitative subject, such as mathematics, physics, or computer science.
- A minimum of 2 years of experience in Banking with a focus on treasury management, capital markets, or regulatory reporting.
- Requires in-depth conceptual knowledge of financial theories and risk management analytics.
- Requires expert level programming skills in C++ and other scripting languages (e.g., Python, Golang).
- Requires in-depth practical knowledge of UNIX environment, risk technology, and automatic processing.
- Applies attention to details and is implementation orientated.
- Requires expert level skills in analytical problem solving.
- Requires deep level skills in verbal and written communication.
- A high-performing and pragmatic team player able to work independently in a complex, demanding and fast-paced environment.
What’s in it for you?
- An inclusive & collaborative working environment that encourages creativity, curiosity, and celebrates success!
- We offer a competitive rewards package: Performance bonus, Employee Share Ownership Program, and Pension Plan Matching, Health Benefits from day one!
- Your career matters! You will have access to career development and progression opportunities.