Overview In this role you will develop models and calculators to optimize scarce resources such as capital and liquidity within Global Banking & Markets. You will work with senior leaders and cross-functional partners to explain findings and drive implementation. You tackle quantitative optimization and risk-aware modeling to support capital and liquidity decisions. You stay current with regulatory capital methods and industry best practices, shaping practical solutions with measurable business impact. This position offers a mix of technical challenge and business collaboration in a well established, high impact team.
Responsibilities- Create models and calculators to drive capital and liquidity optimization across the firm's GBM business
- Apply numerical optimization techniques to minimize scarce resources (capital, initial margin, contingent liquidity)
- Develop understanding of regulatory capital, methodology, and model implementation
- Stay updated on industry best practices and advances in quantitative finance and risk modelling
- Explain findings to business leaders and drive their implementation
Key requirements- Strong quantitative academic background (e.g., Computer Science, Applied Mathematics, Physics, Engineering, Statistics)
- Proficiency in structured programming languages (C, C++, Python, Java)
- Interest in financial markets/products
- Commercial focus
- Team orientation
- Self-motivation
- C
- C++
- Python
