Quantitative Model Analyst - Treasury

Key Responsibilities

• Develop and maintain advanced statistical models used for balance sheet forecasting and interest rate risk analysis.
• Estimate, test, document, implement, and maintain macroeconomic forecasting model frameworks.
• Communicate modeling approaches and results to stakeholders across the bank.

Qualifications

• 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.
• Strong analytical, organizational, problem-solving, negotiation, and project management skills.
• Demonstrated independence, teamwork and leadership skills.
• Effective interpersonal, verbal and written communication skills.