Treasury Quantitative Analyst Treasury Quantitative Analyst …

Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
A leading Financial Services company, part of an internationally known brand is actively growing and looking to hire an experienced Treasury Quantitative Analyst to join their team within the Treasury Department. This is a highly technical, full time role that encompasses risk, analytics and valuation overseeing the company's expansive balance sheet. This function includes development and support of risk, valuation, and product pricing models.

A leading Financial Services company, part of an internationally known brand is actively growing and looking to hire an experienced Treasury Quantitative Analyst to join their team within the Treasury Department. This is a highly technical, full time role that encompasses risk, analytics and valuation overseeing the company's expansive balance sheet. This function includes development and support of risk, valuation, and product pricing models. This is a very stable, steadily growing, and promising organization to be a part of that values its employees by offering competitive salaries and benefits. Located in the Dallas/Fort Worth area, if you are interested in this position - please apply in.

What You Will Be doing:

  • Performing independent pricing verifications, model validation and valuation of complex financial products including derivatives, structured debt and consumer lending products
  • Working on the development, calibration and deployment of valuation and risk measurement tools and methods
  • Working with asset valuations models/methodologies, discounted cash flows-based models and stochastic option valuation models
  • Building models and automating processes using various programming languages including (Python, SQ, MATLAB, VBA, C++/C#)

What the Ideal Candidate Will Bring to the Table:

  • A master's degree in financial engineering, Quantitative Finance, Mathematics, Computer Science, or a related discipline
  • Practical experience in Valuation of complex financial products including derivatives, structured debt, and consumer lending products.
  • Knowledge of interest rate modeling methodologies (either hands on experience, or applicable understanding is required)
  • Experience employing valuation techniques associated with complex and exotic OTC derivative products, fixed income securities, CDS, securitized debt and consumer loan products.
  • Practical programming experience using SQL, Python, MATLAB VBA, C++/C#
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