Team Lead - Quantitative Research | Treasury

JCW Group; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

JCW Group, in New York, seeks a Team Lead Quantitative Researcher to drive quantitative modeling across Treasury, Risk and Technology. You will influence funding, liquidity and balance sheet optimization by developing production-grade models and partnering with stakeholders.

The ideal candidate has 5-10+ years of Quant Research / Strats experience at a global investment bank and an advanced quantitative background in related fields.

Qualifications

• 5-10+ years of Quant Research / Strats experience at a global investment bank.
• Advanced quantitative background in Financial Engineering, Mathematics, Statistics, Physics or similar.
• Experience building production-grade models and collaborating with business and technology teams.

Responsibilities

• Develop quantitative models to support funding, liquidity and balance sheet optimization.
• Collaborate with business and technology stakeholders to deploy production models.

Skills

Treasury Quantitative Research

Liquidity Risk

IRRBB

ALM

Job description

JCW is partnered with a leading global investment bank looking to add a Team Lead Quantitative Researcher to its Treasury organization in New York.

This is a highly visible role sitting at the intersection of Treasury, Quant Research, Risk and Technology, developing quantitative models that support funding, liquidity and balance sheet optimization across the firm.

The team is looking for candidates with experience in areas such as:

• Treasury Quantitative Research
• Liquidity Risk (LCR / NSFR)
• Interest Rate Risk in the Banking Book (IRRBB)
• ALM or Treasury Analytics

Ideal background:

• 5-10+ years of Quant Research / Strats experience within a global investment bank
• Advanced quantitative background (Financial Engineering, Mathematics, Statistics, Physics or similar)
• Experience building production-grade models and partnering with both business and technology stakeholders