Quantitative Modeler (Experience In Treasury Required) - Now Hiring

Description:

Quantitative Modeler/Risk Analyst

LOB- CFO

Group- Financial Transformation Office

Location- Charlotte or NYC

Job Duties:

From Manager: “Looking for someone that has quant modeling Experience In Treasury. That they worked with models and reengineered processes in the Interest Rate Risk (IRR) space, Liquidity Risk, and LCR and treasury capital space."

Much of the need is around process regenerating as much as model reengineering. Need someone with data domaIn Treasury knowledge.

Must haves:

• Quant or Quantitative modeling

• heavy Treasury data domain experience

- process regenerating/reengineering

• Liquidity Risk

• IRR-“Interest Rate Risk”

• LCR- "Liquidity Coverage Ratio"

About TEKsystems:

We're partners in transformation. We help clients activate ideas and solutions to take advantage of a new world of opportunity. We are a team of 80,000 strong, working with over 6,000 clients, including 80% of the Fortune 500, across North America, Europe and Asia. As an industry leader in Full-Stack Technology Services, Talent Services, and real-world application, we work with progressive leaders to drive change. That's the power of true partnership. TEKsystems is an Allegis Group company.

The company is an equal opportunity employer and will consider all applications without regards to race, sex, age, color, religion, national origin, veteran status, disability, sexual orientation, gender identity, genetic information or any characteristic protected by law.