FTP Strategist for Corporate Treasury Desk

FTP Strategist

Top-tier NY-based Investment Bank is seeking a FTP Strategist. Our client's business around the world is supported by groups and teams with a wide variety of specialized skills. They provide information and strategic thinking to the Management Committee; help to ensure the long-term growth and efficient day-to-day functioning of our business; and serve the well-being of our shareholders, clients and employees.

The group provides revenue-generating activities that are centered on financial analytics. Embedded Desk Strategist (Strat) teams reside within our Sales & Trading businesses including Equity, Fixed Income, and Commodities as well as our Banking businesses including Investment Banking and Global Capital Markets. The Modeling team and other project based teams such as Core Analytics and Core Electronic Trading provide quantitative solutions to multiple businesses.

The Corporate Treasury Desk Strategies group has an open position. The group provides analytic support for Corporate Treasury. Main areas of focus are: long-term debt issuance and hedging, liquidity management, contingent funding plan (CFP), regulatory 5G/LCR reporting, hedge accounting, structured notes issuance, and support of Corporate Treasury trading globally.

Qualifications:

• 3+ years of experience in a similar role in the industry is required. Thorough knowledge of funds transfer pricing is an absolute must.
• Master's degree in Statistics, Finance, Mathematics and Physics with a strong interest in using computer science methods and algorithms to apply in financial markets.
• Strong math background with interest in machine learning, data mining, and ideally having some academic experience working with estimation methods and manipulation of large data sets.
• Strong programming skills. At minimum, this position requires programming in scala/C++.
• Strong communication and collaboration skills are necessary.