Hybrid Senior Treasury Analytics and Modeling Analyst

at Huntington National Bank

• Job title: Senior Treasury Analytics and Modeling Analyst
• Job type: Full Time
• Experience level: Senior
• Salary: $70,000 - $140,000 per year
• Degree requirement: Postgraduate Degree
• Tech skills: Python, SQL
• Location requirements: Hybrid, Columbus, United States

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)