# Treasury Quant

**Company**: PayPal
**Work arrangement**: hybrid
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://paypal.wd1.myworkdayjobs.com/en-US/jobs/job/Luxembourg-City-Luxembourg-Luxembourg/Manager--Global-Treasury-Quants_R0135889-1?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_a97c6c88-4d1

## Description

This role sits within the Treasury Quants team and focuses on strengthening quantitative capabilities across regulatory stress testing, behavioral modeling of customer liabilities, scenario analysis, and Treasury analytics.

You will partner across Treasury, Risk, and Data teams to mature how the entity models and monitors covered risks.

**Essential Responsibilities:**

- Take ownership of key Treasury processes such as corporate cash management or FX risk management activities.

- Partner with internal constituents to solve corporate cash management issues.

- Lead junior treasury team members for professional growth.

- Institute and socialize BCP/BIA processes and planning.

- Maintain and manage Treasury Workstation usage, optimization, testing, and upgrades.

- Integrate acquisitions and standardize policies across the organization.

- Provide oversight of intercompany loans and other Treasury Policies.

- Identify automation initiatives for daily operations efficiency.

- Collaborate with Risk and Compliance teams for regulatory and licensing compliance.

**Additional Responsibilities & Preferred Qualifications:**

- Develop and enhance end-to-end regulatory stress testing capabilities , data sourcing, methodology, models, and reporting tooling , in line with evolving regulatory expectations.

- Develop behavioral models for e-money and customer liabilities, applying segmentation and clustering techniques to assess deposit stability, concentration risk, and event sensitivity.

- Build and maintain liquidity and capital forecasting models for the entity across normal and stressed conditions, supporting ILAAP, ICAAP, Recovery Plans, and Contingency Funding Plans.

- Strengthen scenario analysis by improving the quantitative linkage between macro parameters and risk impacts.

- Coordinate timely updates to IFRS 9 parameters used in stressed credit loss estimation.

- Design dashboards and automated tools to streamline recurring analytical and reporting workflows.

**Requirements:**

- 7–12 years of experience, with 5+ years in financial risk, stress testing, analytical modeling, or related areas at a financial institution or fintech.

- Bachelor’s or Master’s in a quantitative discipline.

- Proficiency in Python and SQL.

- Experience with regulatory stress testing frameworks and methodologies.

- Solid understanding of balance sheet dynamics, capital management, and liquidity management concepts.

## Skills

### Required
- Python
- SQL
- regulatory stress testing
- financial risk
- analytical modeling

### Nice to have
- EBA
- PRA
- satellite models
- econometric models
- SAP BW

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