Treasury Strat - Assoc/VP level Treasury Strat - Assoc/VP level …

Anson McCade
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Be the first to apply
Negotiable
Anson McCade
in Frankfurt am Main, Hessen, Germany
Permanent, Full time
Be the first to apply
Negotiable
Anson McCade
Profile - desk strat - junior ( grad level upwards) - Fixed Income space - trading related/risk management - funding - instruments are basic Fixed Income eg swaps, cross currency - rebuilding old infra for risk management - building yield curves, building Fixed Income analytics - overlap with flow rates desk.

The strats function plays an integral part in the day to day operation of trading and risk management for the bank. My client seeks talented individuals to join their team to contribute in all aspects of the strats work flow. The treasury strat team will build capabilities and analytics tools focused on funding and liquidity management.

Key responsibilities:

  • Provide intellectual and conceptual groundwork for building out treasury functions and lead front office integration.
  • Build analytics and tooling for analysis and interaction with key internal and external stakeholders.
  • Identify overlapping regulatory requirements and drive efficient solutions.

Skills & Qualifications:

  • Ideally 1 to 4/5 years of relevant work experience in Funding, Balance Sheet, Margin, Asset Repo, Internal Funding and other central Funding Areas. Will also consider Fixed Income experience, swaps, cross currency, building yield curves, FI analytics.
  • Development skills in one of the commercial programming language, Python is preferred, but not a requirement. C++ also a big plus.
  • Degree in a quantitative field and working model‐level knowledge of derivative funding, margin calculations.
  • Prior experience working on or with a trading business preferred.

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