Responsible for daily treasury management and compliance at Lyreco, a leading workplace solutions provider. Collaborating with international teams to optimize cash positioning and financial results.
HB
Hybrid Senior Treasury Analytics and Modeling Analyst
Posted 2 months ago
About the role
- Senior Modeling Analyst for Treasury Analytics and Modeling at Huntington, focusing on balance sheet forecasts and risk management. Engage in statistical modeling and collaboration with product owners.
Responsibilities
- Work closely with appropriate product owners to deeply understand the business dynamics of our products
- Develop and document models and non-model assumptions that translate those real-world dynamics into mathematical representations of behavior
- Make and defend key tradeoffs between model accuracy and complexity, in line with the BSM team’s overall strategic objectives
- Be aware of changes in product management strategy and maintain a perspective for when existing models conceptually diverge from their stated objective
- Implement our forecasts in the cashflow engine, currently QRM, with special focuses on data extraction and aggregation of suites of feeder models and assumptions on loan prepays, deposit rates paid/offered, deposit balance retention, along with term structure model of interest rates and mortgage rate forecast
- Perform model validation and ongoing monitoring in adherence to our risk framework
- In cases where model performance degrades, perform appropriate research to identify root causes, and recommend then implement fixes to bring models back within compliance under proper model governance policy
- Work closely with our BSM IRR team to ensure models are appropriately implemented for monthly production, especially in light of data changes, product changes and merger/acquisition activities
Requirements
- Five years of experience managing production-ready models over the modeling lifecycle
- Master’s degree in a quantitative field (economics, mathematics, statistics, physics)
- Experience in a managerial role to develop and lead colleagues and projects
- Demonstrated familiarity in the statistical techniques of time series, decay, and/or prepay models and term structure model of interest rates
- Experience developing models in standard data management and statistical software (e.g., SQL, R, SAS, STATA, Python, etc.)
- Excellent written and verbal communication skills, with experience explaining model results and limitations to non-technical audiences
- Facility with advanced Microsoft Office skills, especially Excel
- Experience in model governance activity per risk management frameworks typical at banks above $200bn in assets
- Experience implementing models in Financial Services cashflow forecasting engines, including QRM, Bankware, Empyrian, or others
Benefits
- health insurance coverage
- wellness program
- life and disability insurance
- retirement savings plan
- paid leave programs
- paid holidays
- paid time off (PTO)
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