Be a leader on the Balance Sheet Modeling and Quantitative Analytics team/function.
Work with the Head of Balance Sheet Modeling and Analytics and or Balance Sheet Modeling and Analytics Team Leader to set team objectives and strategic priorities.
Leverage QRM for Balance Sheet Analysis and Modeling.
Participate in the development of key Asset Liability Management reports, models and assumptions for liquidity risk and asset and liability risk measurement efforts, including operational deposits, non-maturity deposit betas, asset prepayment speeds, and deposit decay rates.
Conduct ad-hoc analysis to aid senior management and executive committees in the decision making process impacting product pricing, balance sheet optimization, and investment selection.
Support the broader Treasury team by providing quantitative support in the build out of liquidity risk framework tools; liquidity limits calibration, early warning indicators, liquidity stress tests assumptions, and resolution planning scenario/assumption development, and interest rate risk measurement processes.
Communicate financial issues in a clear and concise manner to senior management, internal oversight groups, and external regulators.
Possess the ability to lead the development of robust documentation to support major assumptions, models used in liquidity and interest rate risk measurement processes.

Requirements

A College or University Degree in Accounting, Finance, Economics, Statistics, Math, Engineering or other quantitative field is preferred.
Minimum 2 years relevant work experience in financial modeling working in a financial institution, regulatory agency, consulting firm or related field is required.
Knowledge of QRM, SQL, SAS, Mat lab or other financial valuation and modeling platforms.
Proficient in Microsoft Excel and Access.
Familiarity with Asset Liability Management, Interest Rate Risk Management, Liquidity Risk Management, and Funds Transfer Pricing.
Strong analytical and quantitative skills, critical thinking, investigative problem-solving and decision-making talents.
Strong written and verbal communication skills with the ability to lead the development of senior management level presentations.

Benefits

retirement benefits (401k and pension)
health and welfare benefits (medical, dental, vision, spending accounts and disability)
paid time off
parental and caregiver leave
life & accident insurance
discretionary bonus program that may include an equity component

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

financial modelingquantitative analysisliquidity risk measurementasset liability managementinterest rate risk managementSQLSASMatlabMicrosoft ExcelMicrosoft Access

Soft Skills

analytical skillsquantitative skillscritical thinkingproblem-solvingdecision-makingwritten communicationverbal communicationleadershippresentation skills