Senior Analyst, Business Data Analysis
AIG
PythonSQL
Senior Treasury Analytics and Modeling Analyst
Huntington National Bank
full-time
Posted on:
Location Type: Hybrid
Location: Columbus • Illinois, Missouri, North Carolina, Ohio, Pennsylvania • 🇺🇸 United States
Visit company websiteSalary
💰 $70,000 - $140,000 per year
Job Level
Senior
Tech Stack
PythonSQL
About the role
- Work closely with appropriate product owners to deeply understand the business dynamics of our products
- Develop and document models and non-model assumptions that translate those real-world dynamics into mathematical representations of behavior
- Make and defend key tradeoffs between model accuracy and complexity, in line with the BSM team’s overall strategic objectives
- Be aware of changes in product management strategy and maintain a perspective for when existing models conceptually diverge from their stated objective
- Implement our forecasts in the cashflow engine, currently QRM, with special focuses on data extraction and aggregation of suites of feeder models and assumptions on loan prepays, deposit rates paid/offered, deposit balance retention, along with term structure model of interest rates and mortgage rate forecast
- Perform model validation and ongoing monitoring in adherence to our risk framework
- In cases where model performance degrades, perform appropriate research to identify root causes, and recommend then implement fixes to bring models back within compliance under proper model governance policy
- Work closely with our BSM IRR team to ensure models are appropriately implemented for monthly production, especially in light of data changes, product changes and merger/acquisition activities
Requirements
- Five years of experience managing production-ready models over the modeling lifecycle
- Master’s degree in a quantitative field (economics, mathematics, statistics, physics)
- Experience in a managerial role to develop and lead colleagues and projects
- Demonstrated familiarity in the statistical techniques of time series, decay, and/or prepay models and term structure model of interest rates
- Experience developing models in standard data management and statistical software (e.g., SQL, R, SAS, STATA, Python, etc.)
- Excellent written and verbal communication skills, with experience explaining model results and limitations to non-technical audiences
- Facility with advanced Microsoft Office skills, especially Excel
- Experience in model governance activity per risk management frameworks typical at banks above $200bn in assets
- Experience implementing models in Financial Services cashflow forecasting engines, including QRM, Bankware, Empyrian, or others
Benefits
- health insurance coverage
- wellness program
- life and disability insurance
- retirement savings plan
- paid leave programs
- paid holidays
- paid time off (PTO)
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
model validationstatistical techniquestime series modelsdecay modelsprepay modelsterm structure modeldata extractiondata aggregationmathematical modelingrisk management frameworks
Soft skills
communication skillsmanagerial skillsleadershipcollaborationproblem-solvinganalytical thinkingadaptabilityattention to detailstrategic thinkingdefending tradeoffs
