FTP Strategist for Corporate Treasury Desk

Main areas of focus

• long-term debt issuance and hedging
• liquidity management
• contingent funding plan (CFP)
• regulatory 5G/LCR reporting
• hedge accounting
• structured notes issuance
• support of Corporate Treasury trading globally

Qualifications

• 3+ years of experience in a similar role in the industry is required.
• Thorough knowledge of funds transfer pricing is an absolute must.
• Master's degree in Statistics, Finance, Mathematics and Physics with a strong interest in using computer science methods and algorithms to apply in financial markets.
• Strong math background with interest in machine learning, data mining, and ideally having some academic experience working with estimation methods and manipulation of large data sets.
• Strong programming skills. At minimum, this position requires programming in scala /C++.
• Strong communication and collaboration skills are necessary.