- Leading Investment Bank
- New York City
About Our Client
My client is a leading foreign investment bank located in Midtown Manhattan.
MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.
- Maintain the cash flow projection model and methodology to enhance the quality and usefulness of model outputs used in asset and liability management
- Maintain the economic capital evaluation and limit allocations methodology to business units
- Enhance the Fund Transfer Pricing methodology according to the management direction
- Maintain and improve the KPI model to for efficiency and accuracy of the KPI reporting in
- performance management
- Utilize data mining techniques and programming abilities to extract useful data information for statistical analysis and reporting functions
- Apply strong intellectual curiosity and analytical capabilities to challenging modelling problems
- Support ongoing and future projects as and when applicable
- Support the streamlining and automation of ad-hoc and standardized reporting functions
The Successful Applicant
MS in Math, Finance, Statistics, Computer Science, or related field of study
5-8 years of experience in data science / financial analysis
Asset and Liability Management experience in wholesale banking sector preferred
Certificate of CFA or FRM preferred
*MUST BE FLUENT IN MANDARIN*
What's on Offer
Competative base plus bonus.