Role Summary
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Senior quantitative role in Corporate Treasury's Financial Management Quantitative Analytics team in Charlotte. You will develop and deploy models for CCAR, internal stress testing, NII forecasting, ALM and EVE, support regulatory/exam interactions, and provide project leadership and mentoring to junior analysts. Requires advanced econometric/modeling skills and a master's in a quantitative discipline.
JOB DESCRIPTION SUMMARY
- Develop models for CCAR, capital stress testing, NII forecasting, ALM, and EVE
- Lead project work and mentor junior quantitative analysts
- Prepare documentation, presentations, and support regulatory examinations
- Work with large, complex datasets and address data integrity issues
- Preferred skills: SAS, SQL, R, Matlab; role based in Charlotte, NC
DOMAIN EXPERTISE
- Financial services model development
- Econometric model development and advanced quantitative analysis
- Analysis of large, complex datasets and data integrity review
KEY REQUIREMENTS
- 2+ years' financial services experience in model development and quantitative analytics
- Master's degree in Statistics, Econometrics, Actuarial Science, or similar
- Demonstrated experience developing econometric and advanced quantitative models
- Experience analyzing and manipulating large, complex datasets
TECH STACK
- Excel
- PowerPoint
