Utilize advanced analytics to assess future risk, opportunities, and effectiveness; translate results into meaningful solutions to support decision-making.
Apply advanced financial and quantitative knowledge to identify and quantify risk exposures.
Develop complex systems and programs that measure aggregate risk exposures.
Engage in model validations and prepare comprehensive model validation reports.
Conduct advanced quantitative analysis and present conclusions and recommendations to leadership.
Translate analytical results into clear communication materials for peer review and management.
Collaborate with cross-functional teams to understand business objectives and influence strategic solutions.
Provide mentorship and guidance to other teammates as needed.

Requirements

Bachelor’s degree in Mathematics, Statistics, Actuarial Science, or another quantitative field.
Master’s or PhD preferred.
FRM or CFA preferred.
Minimum five years of experience in quantitative analysis relevant to risk management, including statistical analysis, modeling, or related quantitative disciplines.
Strong knowledge of asset liability management, interest rate risk, fixed income securities, and interest rate derivatives.
Experience in prepayment studies and behavioral modeling preferred.
Proven ability to translate business reporting needs into sustainable reporting solutions.
Advanced proficiency with programming languages, including SAS, R, and MS SQL Server.
Strong service orientation with the ability to multitask and meet deadlines.
Creative problem-solving skills and the ability to think outside the box.
Excellent organizational skills, attention to detail, and time management.
Strong communication and presentation skills suitable for multiple organizational levels.
Participation required in all compliance training, including BSA/AML.

Applicant Tracking System Keywords

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

Hard Skills & Tools

quantitative analysisstatistical analysismodelingprogramming languagesSASRMS SQL Serverasset liability managementinterest rate riskfixed income securities

Soft Skills

strong service orientationmultitaskingcreative problem-solvingorganizational skillsattention to detailtime managementcommunication skillspresentation skillsmentorshipcollaboration

Certifications

Bachelor’s degreeMaster’s degreePhDFRMCFA