Quantitative Treasury Analyst

Job Description

As a member of the ALM & Treasury Department, your missions are:

• Contribution to Net Interest Income maximization while complying with external and internal regulations
• Contribution to liquidity management operation
• Improvement of treasury & investments management activities, processes and cockpits
• Reporting to various stakeholders in a timely manner

More specifically, as Quantitative Treasury Analyst, your key responsibilities are:

• Maintain and improve quantitative models / tools used to manage the Bank's liquidity & balance sheet
• Actively participate to investments decisions (money market, fixed income, FX, equities)
• Contribute with quantitative analysis to various cross departmental projects
• Serve as backup for the daily cash & collateral management

Qualifications

• Master's degree in a quantitative field of study, CFA or FRM is a plus.
• A first experience in a ALM/treasury department is a plus.
• Proficient Programming skills in one of the following languages: R, Python.
• Good understanding of: macroeconomics and financial markets, data analysis and interpretation, portfolio construction and risk management in quantitative finance as well as fundamental analysis, factor investments, back-test and portfolio optimization
• Knowledge of data management technologies such as MySQL, MSSQL or HiveQL.
• Knowledge of statistical inference and machine learning will be a plus.

Additional Information

SQ2