Treasury Quantitative Analyst

SUMMARY: The Treasury Quantitative Analyst role is part of Corporate Treasury's pool of Quantitative Analysts. The analyst is responsible for ALCO (Asset Liability Committee) related activities, specifically interest rate risk, funding and liquidity management, forecasting, reporting, risk management as well as process engineering activities for the Corporate Finance Department. The Analyst must possess excellent technical and organizational skills and be able to function in a fast-paced environment with required daily, weekly, monthly and quarterly deliverables.

ESSENTIAL DUTIES AND RESPONSIBILITIES include the following. Other duties and special projects may be assigned.

Analysis

• Run long-term deposit analysis to identify opportunities to efficiently grow the retail deposit portfolio. This analysis will include developing, testing, and maintaining statistical behavioral models.
• Develop reporting tools to streamline reporting and increase depth of understanding of customer behavior and customer lifetime value.
• Develop adhoc analytics around liquidity management, funding alternatives and execution, and opportunity cost of different approaches to funding.
• Provide standard daily and periodic reporting and maintain process documentation for all relevant reports including funding mix/cost of funds and certain liquidity metrics.

Reporting / Reconciliation

• Enhance standard daily and periodic reporting and maintain process documentation for all relevant reports including funding mix/cost of funds and certain liquidity metrics.
• Testing and implementation of new technology tools including Python based dashboards and other BI platforms.
• Develop new dashboard and key metrics to monitor liquidity and funding profile across various portfolios, time horizons, and markets.
• Support reporting for ongoing monitoring of the Bank's liquidity and interest rate risk, ALCO KRIs, and stress testing.

Operations

• Act as occasional back up for cash position reporting and exception pricing processing and escalation of non-standard pricing requests.
• Maintain up-to-date process documentation around reporting processes including data sources and inputs.
• Engage with different groups across IT, operations, and product development to enhance reporting, identify new data sources, and enhance the bank's understanding of customer behaviors.

• Adheres to and complies with applicable, federal and state laws, regulations and guidance, including those related to anti-money laundering (i.e. Bank Secrecy Act, US PATRIOT Act, etc.).
• Adheres to Bank policies and procedures and completes required training.
• Identifies and reports suspicious activity.

EDUCATION

Bachelor's Degree Computer Science, Information Systems OR Business, Finance, Management Information Systems or related fields from an accredited institution required CFA, MBA or MSF preferred.

EXPERIENCE

• 4 - 6 years in Corporate Treasury or financial services required.
• Alternate combination of education and experience may be considered required.
• Experience with statistical modeling or econometric modeling including data management, model development, and interpreting and presenting results required.

CERTIFICATES, LICENSES, REGISTRATIONS

• Bloomberg or MS Excel certificates preferred.
• Ability to program in Python, R, Rust or a similar language required.

KNOWLEDGE, SKILLS AND ABILITIES

• Strong skills in MS Excel, MS PowerPoint, and ability to clearly communicate.
• Proficiency in statistical modeling/programming languages such as R, Python, or SQL required.
• Willingness to learn new analysis, querying, and data visualization programs required.