Sr Analyst Treasury Quantitative Support
Company Name:-
Silicon Valley Bank
Job Location:-
Bengaluru, Karnataka
Job Summary:-
Sr Analyst Treasury Quantitative Support
Engage with the cutting-edge innovation businesses and investors that are changing the world.
Build a career with purpose.
If youre looking for a company that values your ambition and passion and your health and happiness outside of work youre in the right place.
THE ROLE
Silicon Valley Bank is experiencing ongoing growth including expanding into Europe and reorganizing the UK business into a subsidiary.
Given this background, EMEA treasury is expanding and we are looking to hire a talented and growth-oriented Quantitative Treasury Senior Analyst.
The role will help support a wide range of Treasury activity, including helping with data capture, analysis and reporting, internal and external stakeholder management, capital and liquidity planning, and interest rate risk management for the UK and other EMEA entities as required.
The Quantitative Treasury Senior Analyst will help support the creation of the UK subsidiary, due in 2021, through assisting with analysis of capital, liquidity, cash and risk management plans as well as helping to develop processes and controls to support the requirements of an expanded business.
The role will provide the individual with the chance to expand their understanding of treasury operations and financial risk management in a fast growing and dynamic international bank.
RESPONSIBILITIES:
The successful candidate will help support:
Asset and Liability Management (ALM) including forecasting, analysis of deposit and loan movements and interest rate and FX exposures.
Modelling risk metrics to inform and optimize risk appetite.
Detailed analysis of data sets related to ALM including, for example, types of deposits in order to optimize regulatory liquidity ratios.
Working with UK Liquidity Product team to understand the deposit book.
Analysis of new products to understand financial risks and model potential hedging strategies
Build statistical models and analysis to support decision making including financial risk measurement and valuations, including concepts such as VaR, credit spreads and CS01.
Support the build of forecasting capability.
Act as primary point of contact for EMEA treasury data requests.
Develop stress testing capabiliti
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