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Treasury Quantitative Strategist – Financing & Liquidity
Job in
New York, New York County, New York, 10261, USA
Listed on 2026-10-05
Listing for:
Goldman Lloyds International
Full Time
position Listed on 2026-10-05
Job specializations:
-
Finance & Banking
Capital Markets, Financial Analyst, Trading - Equity / Derivatives / Quantitative, Financial Advisor / Consultant
Job Description & How to Apply Below
Compensation: Competitive Base + Bonus
A leading multi-strategy investment firm is seeking a Quantitative Strategist to build and enhance quantitative capabilities across Treasury, financing, margin and liquidity. This is a front-office quantitative role sitting between Treasury, Quant Research and Engineering, focused on applying quantitative methods to the efficient deployment of capital across a complex multi-asset investment platform.
The Role- Develop quantitative models for margin, financing, collateral and liquidity optimization
- Analyse financing costs and capital usage across portfolios and asset classes
- Build models around prime brokerage margin, haircuts, funding and collateral allocation
- Research opportunities to improve balance-sheet and capital efficiency
- Model liquidity requirements and funding under different portfolio and market scenarios
- Develop analytics for cash, financing and margin forecasting
- Work with Treasury and investment teams to understand the impact of portfolio changes on financing and liquidity
- Build research and analytics into scalable production tools
- Partner closely with Quant Developers and Treasury Engineers
- Take ownership from quantitative research and model design through implementation
- Experience with in Treasury, Portfolio Finance, Prime Brokerage, Financing, Margin or Liquidity
- Strong quantitative background across optimization, statistical modelling and/or numerical methods
- Understanding of institutional financing, collateral and margin mechanics
- Strong Python and/or C++ experience
- Experience working with large financial datasets and building production-quality analytics
- Background within a hedge fund, investment bank, market maker or other sophisticated trading environment
- Degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering or another highly quantitative discipline
- Particularly relevant for candidates who have worked on the sell-side financing/margin problem and want to own it from the buy-side
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