Oversee configuration and maintenance of the bank's cashflow forecasting engine, Quantitative Risk Management (QRM)
Implement proprietary behavioral balance sheet models developed by Quantitative Finance team within QRM for forecasting balance sheet, interest rate risk, capital stress testing (CCAR), and strategic planning
Collaborate with model developers during model development to ensure model architecture can be implemented in QRM
Partner with data management on data enhancement and testing to support QRM initiatives and ETL framework
Ensure balance sheet product features and assumptions are accurately implemented in QRM to produce necessary cash flow projections
Identify and implement new capabilities focused on reporting enhancements, processing efficiencies, and better alignment across data, modeling, and forecasting
Maintain and support a robust governance and control framework
Partner closely with Balance Sheet Forecast, Interest Rate Risk Management, Data Management Group, and Quantitative Finance teams to ensure flawless and efficient execution within QRM in support of core reporting and management deliverables
Requirements
Bachelor's degree, or equivalent work experience
Eight or more years of related experience
Preferred: 5+ years working with production and test environments of an asset liability management system (e.g., QRM, Empyrean, Finacle, etc)
Experience implementing proprietary behavioral balance sheet models within QRM
Ability to collaborate with model developers to ensure model architecture can be implemented in QRM
Experience partnering with data management team on data enhancement and ETL testing
Knowledge to ensure balance sheet product features and assumptions are accurately implemented in QRM
Experience identifying and implementing new capabilities for reporting, processing efficiencies, and alignment across data, modeling, and forecasting
Ability to maintain and support a robust governance and control framework
Strong collaboration with Balance Sheet Forecast, Interest Rate Risk Management, Data Management Group, and Quantitative Finance teams
Benefits
Healthcare (medical, dental, vision)
Basic term and optional term life insurance
Short-term and long-term disability
Pregnancy disability and parental leave
401(k) and employer-funded retirement plan
Paid vacation (from two to five weeks depending on salary grade and tenure)
Up to 11 paid holiday opportunities
Adoption assistance
Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year
Incentive and recognition programs
Equity stock purchase
401(k) contribution and pension (noting eligibility requirements)
ATS Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.