Corporate Treasury-Salt Lake City-Associate-Quantitative Engineering

Your Impact:

By creating reporting and analysis to quantify funding needs and costs, Corporate Treasury Strat products are used to guide allocation of financial resources and strategies to minimize costs and hedge risks, including funding sourcing decisions. Successful Strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity.

Corporate Treasury Strats welcomes applicants with a PhD or a Masters in financial engineering, physics, statistics, applied math, or other quantitative sciences. Strong problem solving skills, mathematical fluency, and programming abilities are required.

How you will fulfill your potential:

• Develop software and analytics to progress Corporate Treasury's mandates: interest rate pricing & risk management, trade execution, funding optimization & liquidity risk management and cash & collateral management
• Optimize the firm's liability stack by developing balance sheet analytics and hedging strategies
• Actively engage with Corporate Treasury Trading, supporting valuation and risk/P&L reporting.
• Work with other Strats and technology departments to optimally leverage financial resources to achieve commercial priorities
• Perform quantitative analysis and facilitate business understanding of technical results

Skills and experience we are looking for:

• Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling.
• Extensive background in object-oriented computer programming: C++, Java, Python or equivalent language, preferably in large scale financial or technical computation.
• Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond pricing, curve construction, hedging strategies and risk management.
• Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple regions.
• Up to 5 years of relevant, continuous experience.
• Mortgages experience is desired but not required.