Risk-Associate-Quantitative Engineering

Liquidity and Prime Risk Strats use their engineering and mathematical background to identify and measure risk and to implement quantitative and technical risk modelling solutions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. As a part of the team, you will work with our key business partners and understand financial markets to quantify the firm's liquidity risk. You will also focus on developing quantitative models & scalable architecture.

RESPONSIBILITIES

• Develop, implement, and maintain quantitative measures of liquidity risk using advanced mathematical/statistical/engineering approaches
• Perform quantitative analysis and facilitate understanding of a variety of financial instruments, including secured funding transactions, collateral firm and client inventory, and loans and commitments
• Quantify and monitor measures of risk in different areas across the firm...