The objective of the Treasury and Chief Investment Office (TCIO) is to manage the Firm's consolidated balance sheet, including structural interest rate, FX and capital risks in conjunction with meeting the Firm’s overall funding, liquidity and capital requirements.  Products utilized include various fixed income securities and derivative products as well as a variety of short and long-term funding sources. 

As a Fixed Income Analytics - Sr. Associate within our team, you will gain exposure to analytical assessments of P&L, balance sheet and related market movements across a variety of financial products. This includes investment securities, interest rate derivatives, long term debt and various short-term funding and cash deployment transactions. In addition, you will have the opportunity to develop an in depth understanding of TCIO’s financial forecasting models, systems, procedures, and process controls, specifically as it relates to the Firm’s stress exercise initiatives. You will join the Finance and Business Management team whose responsibilities include providing information, analysis and recommendations to improve results, drive strategic business decisions and help shape how the firm grows, invests and measures its performance.

Job Responsibilities 

Collaborate primarily in oversight of stress exercise processes, procedures, and controls Promote management and coordination of investment and funding plans for various stress scenariosProduce stress results and related analytics of balance sheet and P&L impactsPartner with relevant Product Control teams on implementation of forecast scenarios and analysis of resultsCollaborate with Technology teams throughout the stress exercises Contribute to data strategy efforts focusing on process improvementAssist the Planning & Analysis team in consolidating of global results

Required qualifications, capabilities, and skills:

3+ years of proven experience analyzing fixed income products from one or all of the following perspective: product control, risk, forecasting, advisory roleStrong analytical and quantitative aptitude Highly skilled at problem solving, with a logical and tenacious approachExcellent time management skills and ability to multi-task as considerable flexibility is required for the roleStrong communication skills and the ability to interface effectively with Front Office, Finance and Technology teamsHigh motivation, a desire to learn, and the ability to quickly climb the learning curve

Preferred qualifications, capabilities, and skills:

Proficiency in MS Excel / Access/ VBA/Alteryx/Python/SQL Solid understanding of the relevant financial products which includes investment securities, long term debt, interest rate swaps, repurchase agreements, and short-term borrowing instruments General understanding of basic accounting and financial reporting concepts