Lead the systematic enhancement of a balance sheet optimizer application used to support senior management in formulating Firm’s balance sheet strategy
Architect and develop a comprehensive software solution that integrates advanced data engineering practices to streamline and enhance data processing, ensuring convenience to users, scalability, maintainability, and high performance
Serve as the primary technical authority, driving decisions on software architecture and data models
Building effective partnerships within TCIO and across LOB corporate treasury teams to further improve upstream analytics processes which feed the Optimizer model and explore opportunities to leverage the Optimizer to support our business partners’ balance sheet strategy efforts
Undertake quantitative research efforts on multiple investment portfolio strategy topics, such as optimal asset allocation strategy and portfolio diversification
Summarize complex research takeaways in presentable form and communicate to senior management
Extensive experience in Fixed Income research and strategy, and/or Bank balance sheet management
Strong communication skills (both verbal and written), ability to prepare high quality PowerPoint presentations and to communicate findings to a non-technical audience
Demonstrated ability to build partnerships across the organization, strong leadership skills
Willingness to dive into details and dig deep into data to find answers to challenging questions
The candidate must be a self-starter who is able to independently work in a fast paced, results driven environment
Strong academic background with a Ph.D. or an M.S. in engineering, mathematics, physics, economics or any other quantitative or technical background, with a strong interest in finance and banking
Strong Microsoft Office skills (Excel / VBA, Powerpoint)