The Quantitative Analytics Lead Associate plays a critical role in the independent review and challenge of qualitative models and tools, particularly those supporting pricing, profitability, and strategic decision-making within the Treasury function.
Requirements
- Working understanding of funds transfer pricing (FTP), interest rate risk, liquidity management, and balance sheet strategy.
- Experience with model validation, policy documentation, and risk governance frameworks.
- Ability to critically evaluate business logic, assumptions, and expert judgment embedded in financial tools.
- Proficiency in Microsoft Office Suite (Excel, Word, PowerPoint);
- Familiarity with programming languages or model development platforms (e.g., Python, R, SAS, MATLAB).
Responsibilities
- Conduct independent validations of qualitative models and tools, including those used for pricing/profitability, interest rate setting, funds transfer pricing (FTP), and margin analysis.
- Review and challenge data, assumptions, methodologies, and documentation supporting qualitative model processes and overlays.
- Ensure models meet internal policy, industry best practices, and regulatory expectations for model risk management
- Develop formal reports summarizing assessment findings, including recommendations for improvements and risk mitigation.
- Maintain and enhance documentation standards, procedures, and validation criteria for qualitative processes.
- Collaborate with quantitative modeling teams to ensure consistency and transparency between model-based and judgment-based qualitative models and tools.
Other
- Bachelor’s degree in Statistics, Mathematics, Economics, Finance, Data Science, or a related quantitative field.
- 3+ years of experience in banking or financial services, with a focus on Treasury, Finance, Risk Management, or Pricing/Profitability.
- Strong written and verbal communication skills, with the ability to produce executive-level materials and facilitate cross-functional discussions.
- High attention to detail and ability to manage multiple priorities under tight deadlines.
- Strong interpersonal skills and ability to influence across functions.
