Associate/Vice President Corporate Treasury Strategist - New York

Only for registered members New York, United States

3 weeks ago

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Job summary

We are currently partnered with the Head of Corporate Treasury at a Tier One Investment Bank looking to expand their modeling team in New York.

Responsibilities

  • Develop and enhance Treasury models including Net Interest Income (NII) forecasting Liquidity analytics and measurements P&L and risk explain frameworks Funds Transfer Pricing (FTP) Hedge accounting models
  • Build quantitative components using practical methods such as PCA Monte Carlo simulation VaR/ES stress scenario design curve analytics and risk-factor decomposition.

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