Corporate Treasury- Associate-Quantitative Engineering

• Enhance and interpret mathematical financial models.
• Communicate findings to non-engineers and senior management.
• Develop robust, production-grade model implementations that produce on-demand output for integration into the firm s strategic risk management systems.
• Document and validate models in collaboration with governance teams.

2 + years experience in developing mathematical models including

• Time series, survival curves, and data processing using Python packages such as Pandas, Scikit Learn, and statsmodels.
• Techniques of optimization, statistical analysis, and parameter estimation.
• Illustration, interpretation, documentation and validation of models.

• Software development skills supporting a production code base and highly-available intraday processes.
• Strong communication skills