About the role

  • Treasury Quantitative Analyst developing quantitative models and analytical tools for risk management and treasury analytics. Collaborating with cross-functional teams to influence solution strategies and prepare detailed analyses.

Responsibilities

  • Assist in maintaining and developing quantitative models, including Interest Rate Risk (IRR), Asset Liability Management (ALM), Funds Transfer Pricing (FTP), customer behavior modeling, and stress testing
  • Engage in model validation activities and produce comprehensive model validation reports
  • Apply innovative and scientific quantitative approaches to analyze complex business problems, draw conclusions, and make data-driven recommendations
  • Translate analytical findings into clear communication materials for peer review and executive management presentations
  • Apply advanced analytical knowledge to collaborate with cross-functional teams, understand complex business objectives, and influence solution strategies
  • Prepare detailed balance sheet analysis to support treasury and risk management initiatives

Requirements

  • Bachelor’s degree in Mathematics, Statistics, Computer Science, or a related quantitative field; Master’s degree preferred
  • Experience in quantitative analysis within a discipline relevant to programming, statistical analysis, and mathematics
  • Proficiency in programming languages such as Python, R, and MS SQL Server
  • Strong focus on service, quality, and timely delivery, with the ability to multitask and meet deadlines
  • Demonstrated creativity and problem-solving skills to develop effective solutions under time constraints
  • Excellent time management, organizational, and attention-to-detail skills
  • Positive, self-motivated attitude with the ability to learn quickly, adapt to change, and think outside the box
  • Strong communication and presentation skills, with the ability to engage audiences at multiple levels of the Bank
  • Willingness to participate in all required compliance training, including Bank Secrecy Act/Anti-Money Laundering (BSA/AML), as well as internal and external training programs, meetings, and seminars

Job title

Treasury Quantitative Analyst

Job type

Experience level

Mid levelSenior

Salary

$60,466 - $93,119 per year

Degree requirement

Bachelor's Degree

Location requirements

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