Senior Financial Quantitative Analyst

Job Summary The Senior Financial Quantitative Analyst leads the development of advanced quantitative models that support strategic decision-making across our banking operations. This role will be instrumental in capital planning, risk modeling, asset-liability management, and regulatory forecasting/reporting. The analyst combines their deep banking or credit union knowledge with strong quantitative skills. Job Description Design, build, and maintain sophisticated quantitative models for: Credit risk and loan loss modeling (e.g., CECL, PD/LGD/EAD) Feeder models that support Asset- L iability M anagement (ALM) and i nterest r ate r isk such as: Asset Prepayment Models Non-Maturity Deposit Beta/Decay Models Capital stress testing and scenario analysis Partner with Treasury, Finance, FP&A, Credit Risk, and Accounting teams to develop and maintain quantitative models that support strategic decision‑making, forecasting, stress testing, and risk management. Support liquidity, capital, and balance sheet management through quantitative analysis, forecasting, and scenario modeling. Develop model monitoring, back‑testing, sensitivity testing, and performance measurement processes to ensure model accuracy and reliability. Extract, validate , and analyze large datasets using SQL and at least one analytical programming language (e.g., R or Python) other analytical tools to support model development and business insights. Provide quantitative analysis and analytical support for strategic initiatives across Treasury, Finance, Accounting, Lending, and other business units as needed. Apply statistical and quantitative techniques to model development and validation. Lead quantitative analysis to support pricing strategies, portfolio optimization, and risk‑adjusted return metrics Collaborate with Accounting & Treasury, 2nd and 3rd line Risk, FP&A, and Regulatory Reporting teams to align modeling assumptions and outputs Ensure model governance, documentation, and compliance with regulatory expectations Provides policy recommendations and best practices for model governance and critical measures Present findings and model outputs to senior & executive leadership, board committees, and regulators Potentially l ead and mentor junior quantitative analysts as the team grows KNOWLEDGE, SKILLS, and ABILITIES The requirements listed are representative of the knowledge, skills, and/or abilities required . Reasonable accommodations may be made to enable individuals with disabilities to perform the essential job functions. Education and Experience Bachelor's degree in Finance , Mathematics, Statistics, or a related field. Master's degree preferred. 6+ years of experience i n quantitative analysis within banking or financial services. Strong understanding of bank or credit union financials, regulatory capital (Basel III/IV), and liquidity frameworks (LCR, NSFR). Strong SQL skills required, with experience in at least one analytical programming language (e.g., R or Python) to support data analysis, quantitative modeling, and decision‑making. Proficiency in Excel, VBA, and financial modeling tools Experience with ALM systems management (preferred: BancWare , Empyrean, ZMFS) Experience with statistical modeling and scenario analysis Familiarity with regulatory stress testing frameworks (and CECL modeling preferred but not required ) Knowledge & Skills Experience working in the Workday Financial Management environment preferred Knowledge of data visualization tools such as Power BI and Tableau Prior involvement in securitizations, whole loan or participation sales, or structured finance preferred. Experience working in either a Symitar or Correlation: Keystone environment preferred Experience developing hedging strategies using derivatives such as interest rate swaps, caps, floors, and futures preferred. Functional thought leader, sought after for key decisions Leverages knowledge of trends in profession and/or specialized areas to influence strategy Leadership and talent management skills Strategic thinking Problem solving skills Verbal/written communication skills Leadership and Organization Development Creates a sense of urgency and accountability in delivering objectives and a culture which fosters innovation and creativity Coaches individuals to reach full potential #J-18808-Ljbffr macu