Discover a unique opportunity to become a part of our Quantitative Research team in New York, where your focus will be on Payments. 

Job Summary: 

As an Associate or Vice President in Quantitative Research - Payments within the Corporate Investment Bank Payments team, you will be part of an expanding new team supporting the Liquidity and Account Solutions team within Payments, optimizing Net Interest Income and client pricing  through the innovative use of data analytics, time series analysis and machine learning. You will help create a globally consistent deposit and pricing toolset used in decision making.  

As part of the Commercial and Investment Bank, the Payments business generates around $17bn of revenue annually, holding over $700bn of cash deposits with a global presence in over 160 countries. 

Job Responsibilities: 

Reconcile data sources and build data pipelines to form a comprehensive data set fit for modelling and visualization Build up a scalable data architecture to handle the large volume of transaction dataAutomate existing manual processes and build tools to enable the business to optimize their decision making and deposit managementBuild sequential decision making tools to optimize the net interest income of the business under various liquidity, capital and balance sheet constraintsDrive projects end-to-end, from brainstorming, prototyping, data processing, data analysis to model developmentMake real-world, commercial recommendations through effective presentations to various stakeholdersLeverage data visualization to communicate quantitative insights to help business decision-making

Required qualifications, capabilities, and skills: 

You have advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. You demonstrate strong desire to work with data and are comfortable in handling large datasets as well as building efficient data and Machine Learning pipelinesYou demonstrate experience in writing production quality code and familiarity with testing and source controlYou have experience in data analytics using open-source Python packages (pandas/numpy/scikit-learn/tensorflow)You demonstrate strong communication skills (both verbal and written) and the ability to present findings to a non-technical audienceYou demonstrate a strong intellectual curiosity, and an interest in understanding at a deeper level how a bank operates 

Preferred qualifications, capabilities, and skills: 

Participation in KDD/Kaggle competition, Hackathons or contribution to GitHubYou demonstrate hands-on experience in solving sequential decision making problemsYou have knowledge/Experience with cloud based infrastructureYou have experience in building scalable machine learning models