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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
Corporate Treasury Strat - VP/Director level London based The Corporate Treasury Strats team is looking for a senior quant to work closely with Corporate Treasury partners to employ quantitative analytics to drive optimizations of firm liquidity, cashand collateral management, funds transfer pricing and trade execution strategies. This is an integrated group which both explores new ideas for optimizing the funding management of the firm and also executes trading strategies, all in one team. The team usetheir engineering and/or scientific background to implement quantitative analytics and management solutions in software. Corporate Treasury Engineering products guide funding sourcing decisions, allocation of financial resources, quantification of fundingcosts, and strategies to minimize costs and hedge risks. Successful strats are highly analytical, driven to own commercial outcomes, and communicate with precision and clarity. Responsibilities: Develop software and analytics to further develop Corporate Treasurysfirmwide mandates: liquidity risk, interest rate pricing and risk management, trade execution, cash & collateral management, funding optimization. Actively engage with corporate treasury traders and supporting them with their valuation and hedging requests.Work with desk strategists and technology departments to implement processes to optimally leverage financial resources to achieve commercial priorities Perform quantitative analysis and facilitate business understanding of technical results Optimize the firmsliability stack by developing balance sheet analytics and hedging strategies Requirements: Solid background in object-oriented computer programming: C++, Java, Python or equivalent language, preferably in large scale financial or technical computations Expertisein some aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling Strong software design experience Experience with financial markets andassets, with a preference for vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies and risk management. Excellent communication skills, including experience speaking to technical and business audiences andworking globally across multiple regions. Up to 10 years of relevant, continuous experience. Credit or mortgages experience is desired but not required.