Development and maintenance of quantitative financial models used in risk measurement, income simulations, balance sheet management, or asset valuations
Analysis of model output, synthesis of information, and communication of conclusions and recommendations in a clear and concise manner to senior managers, executives, and the Board
Testing of established models, including back-testing, benchmarking, sensitivity testing, and scenario analysis
Develop automated solutions to simplify challenging and repetitive processes
Uses independent judgement and discretion to make decisions

Undergraduate Degree (4 years or equivalent) in Finance, Mathematics, Economics, Engineering (Computer, Systems, Electronics, Electrical), or similar
3+ Years mastery of quantitative fixed income and financial concepts, programming and financial modeling, bank balance sheet modeling or risk management

Quantitative Financial Analyst III – Treasury

Key skills