Quantitative Analyst

About the role

Join us as a Quantitative Analyst and help drive the modeling and analytical insights that support critical decision‑making across the bank. In this role, you’ll build and enhance models that guide risk management, financial performance, and regulatory compliance. Your work will directly influence strategic planning while partnering with teams who value collaboration, growth, and high performance.

Responsibilities

• Develop and document models used for stress testing in alignment with regulatory requirements, including DFAST and Basel III.
• Develop, document, and maintain quantitative tools and models that measure risks to earnings and capital, including probability of default, loss given default, and exposure at default.
• Evaluate and enhance models to ensure relevance, accuracy, and ongoing compliance with regulatory expectations.
• Serve as a subject matter expert in risk quantification and modeling, collaborating with business partners, risk teams, and regulatory authorities.
• Prepare and provide data, model insights, and documentation for regulators, auditors, and consultants.
• Communicate model results, findings, and recommendations clearly and effectively to all levels of management.
• Analyze and translate data from multiple sources into meaningful business intelligence that supports sound financial and operational decisions.
• Ensure compliance with policies, procedures, security requirements, and relevant government regulations.

Requirements

• Bachelor’s degree in Finance, Economics, Statistics, or Mathematics (Required).
• Master’s degree (Preferred).
• 4 or more years of experience with SQL, R, and Power BI (Required).
• 2 or more years of experience in a modeling discipline within Banking or Capital Markets at a DFAST or CCAR institution or consulting firm (Preferred).
• 2 or more years of experience in financial and business analysis (Preferred).
• An equivalent combination of education and experience can be considered in lieu of a degree.

What Helps You Shine

• Strong interpersonal skills and enjoy collaborating with partners across the organization.
• Excel at managing projects and adapting to evolving requirements while meeting tight deadlines.
• Proficient in at least one programming language, such as R.
• Experience developing models in PPNR, Credit Risk, or Market Risk.
• Understand time‑series models, including ARCH/GARCH, and have experience with time‑series and panel data analysis.
• Familiar with linear and nonlinear generalized linear mixed models.
• Understand interdependence between risk factors, including variance‑covariance methods and copulas, and can apply key statistical distributions in analysis.
• Knowledgeable about federal and state laws related to accounting, financial reporting, and stress‑testing models.

Travel

0%

Pay

Targeted starting salary range (based on experience): $88,657–$104,303

Annual incentive potential

Benefits

• Comprehensive employee benefits, including: medical, dental, vision, LTD, STD and life
• Paid vacation time, sick time and 11 company paid holidays
• 401k (with up to 4% match)
• Tuition reimbursement