Corporate Treasury - Vice President - Quantitative Engineering

About the role

The Asset Liability Management (ALM) Strategist develops and maintains quantitative models and tools to manage interest rate risk and liquidity risks arising from balance sheet mismatches.

Responsibilities

• Design and enhance risk models and methodologies
• Perform scenario and sensitivity analyses
• Manage model lifecycle and documentation
• Communicate analytical results effectively to stakeholders
• Collaborate with global teams to deliver high-impact solutions

Requirements

• Minimum of 5 years of experience in finance
• Strong quantitative background (Master’s or PhD preferred)
• Proficient in programming languages like Python, C++, or Java
• Excellent analytical and communication skills
• Experience in fixed-income products and IRRBB framework is a plus
• Detail-oriented, motivated, and able to operate in a fast-paced environment

Skills

• Strong analytical mindset
• Teamwork and adaptability
• Ability to explain complex concepts clearly