Associate, Capital Management

The Balance Sheet and Capital Management Function seeks a Quant analytics Associate to work on various potential projects related to Stress testing and Balance sheet management. Projects and the associated management of those projects will span numerous areas including

• (i) Develop analytical solution and Statistical models for wide range of topics related to Balance-sheet management
• (ii) Build Interest rate risk models (Deposit attrition, Deposit pricing, loan and MBS Prepayment) for Asset and Liability management (ALM), and OCI risk models.
• (iii) Collaborate with Cross-functional teams, including Asset and Liability Management (ALM), Risk and front line Business
• (iv) Coordinate with internal stakeholders to manage quantitative modeling items on QRM platform for asset and liability management (ALM) platform
• (v) Work as an independent contributor to provide analytical solutions that will help senior management to prioritize, initiate and execute strategic decisions

• Integrate asset liability management (“ALM”) forecasting and balance sheet capital management and forecasting methodologies within the AD CFO/CUSO Treasury organization;
• Conduct Statistical analysis, and build Econometrics models to forecast PPNR and interest rate risk risk elements in Balance sheet line items
• Conduct back-testing, sensitivity analysis and attribution analyses along with other modeling and analytical tests to provide robust quantitative solutions
• Communicate key analytical findings, conclusions, and recommendations to senior leadership
• Maintain project management reporting for balance sheet and capital management initiatives including primary objectives, timelines, status, dependencies, and issues

• 3+ years of working experience in financial industry in Finance, Treasury, or Risk departments – prior experience in CCAR/DFAST or Treasury modeling is preferred
• 1+ years experience in performing quantitative financial modeling and/or credit risk analysis
• Bachelor’s degree in Finance, Economics, Mathematics, Physics, Computer science or related field, Master’s degree preferred
• PhD/MS/MBA/FRM or other professional qualification highly preferred
• Coding experience in Python, or R, or SAS
• Proficiency with Word, Excel, PowerPoint, Tableau
• Past hands-on experience with QRM is preferred
• Lead and drive initiatives through creative thinking and pragmatism
• Strong analytical and problem solving skills