VP, Quantitative Research Analyst - Exposure & Liquidity Research, Portfolio Exposure & Liquidity

About the role

Develop quantitative tools, models, and analytics to improve portfolio liquidity management, collateral and liquidity risk practices, and implementation decisions across cash and derivative instruments. Partner with portfolio managers to turn research into practical, repeatable investment choices, while improving the team’s research processes and quantitative platform. Requires at least eight years of relevant quantitative experience in treasury or markets financing, prime brokerage, or financial resource management, along with a degree in a quantitative discipline. Candidates should have strong Python, statistical modeling, back-testing, portfolio construction and optimization skills, relevant market knowledge, and the ability to communicate quantitative findings clearly.