Vice President, Capital Markets Treasury Quant

Job Description WHAT IS THE OPPORTUNITY?

The Vice President, Quantitative Analysis role within the Capital Markets Treasury Quant Team focuses on developing and implementing new quantitative models while maintaining and enhancing existing rate and spread product models and related analytical tools. This position emphasizes Capital Markets Treasury operations, particularly funding and liquidity transactions, fixed income investments, and related hedging derivatives.

The primary contribution of this role is ensuring that Capital Markets Treasury maintains robust analytical models and tools that meet current and future market conditions and regulatory requirements, enabling informed decision-making and effective risk management.

• Model Development and Implementation: Design, implement, test, and deploy rate and spread product models within the current analytical environment, applying advanced quantitative methods to address complex financial problems. Ensure models are accurate, efficient, and aligned with business requirements and regulatory standards.
• Business Support and Stakeholder Engagement: Provide comprehensive support to Capital Markets Treasury business partners, including traders, risk managers, and product controllers. Assist stakeholders in understanding model mechanics, interpreting model outputs, and applying analytics to business decisions. Deliver both business-as-usual support and ad hoc analytical assistance as required.
• Model Documentation and Validation: Prepare thorough model documentation and validation submissions in accordance with internal policies and regulatory guidelines. Monitor and track model performance on an ongoing basis, identifying areas for improvement and ensuring models remain fit for purpose as market conditions evolve.
• Risk Management and Compliance:Review and comply with all firm policies applicable to business activities. Proactively identify and elevate operational risk events, control deficiencies, and emerging risks to line management and relevant risk and control functions in a timely manner. Maintain awareness of regulatory developments affecting quantitative models.
• Independent Ownership and Initiative
• Take ownership of assigned projects and deliverables, working independently to drive initiatives from conception through implementation. Demonstrate accountability for outcomes and proactively identify opportunities to enhance models, processes, and tools.

• Education: Ph.D. or Master’s degree in a quantitative discipline such as mathematics, statistics, physics, computer science, financial engineering, or a related field.

  Experience: 3-4 years of relevant experience in quantitative analysis, financial modeling, or a related field within the financial services industry. Hands‑on experience in developing interest rate and spread product models is highly desirable.

  Technical Expertise: Solid knowledge of financial instruments and derivatives, including bonds, interest rate swaps, futures, forwards, and options, as well as associated pricing and risk management models. Understanding of fixed income markets and treasury operations is essential.

  Programming Proficiency: Proficiency in Python is required. Working experience with C++, C#, VBA, and enterprise tools such as Git Hub, version control systems, and collaborative development platforms is preferred.

  AI Literacy: Strong AI literacy with working experience using AI‑powered development tools such as Git Hub Copilot, Claude, ChatGPT, Windrift, or similar platforms. Must demonstrate a proactive approach to learning and adopting emerging AI technologies to enhance productivity and model development capabilities.

  Communication
  
  Skills:
  
  Excellent communication skills, both verbal and written, with the ability to explain complex quantitative concepts to non‑technical stakeholders. Capable of preparing clear documentation and presenting findings effectively to diverse audiences.

  Work Style and Attributes: Highly detail‑oriented and organized with strong analytical and problem‑solving abilities. Demonstrates a sense of ownership over assigned tasks and projects. Able…