We're seeking a Quantitative Model Analyst to join our Treasury team. The role involves building complex statistical models for balance sheet forecasting and interest rate risk analysis. The successful candidate will have a strong background in quantitative analysis, excellent communication skills, and the ability to work independently and collaboratively.
Requirements
- Bachelor’s degree in a quantitative field, and five or more years of relevant experience
- MA/MS in a quantitative field, and three or more years of related experience
- PhD in a quantitative field, and less than two years of related experience
- Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models
- Thorough data compilation, programming skills and qualitative analysis skills
- Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
- Advanced understanding of applicable regulatory rules, guidance, or supervisory letters
- Ability to manage multiple tasks across various timelines
- Strong analytical, organizational, problem-solving, negotiation, and project management skills
- Demonstrated independence, teamwork and leadership skills
- Effective interpersonal, verbal and written communication skills
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 unless otherwise provided by law
