Quant Analytics Associate - Interest Rate Risk Oversight
About The Position
This position will report to the Interest Rate Risk Oversight Manager and will be responsible for conducting analysis, creating reporting, and monitoring interest rate risk to support the oversight of interest rate risk management. The Quantitative Analytics Associate leverages advanced mathematical knowledge and analysis to provide solutions to predictive and prescriptive questions such as “What will happen next?” and “What will we do?”. Projects undertaken by the Quantitative Analytics Associate are often broad in scope across multiple business segments and involve evaluation and testing on existing data with substantial team support. Success factors include: timely and effective completion of tasks assigned by manager under significant supervision; developing communication skills, business acumen, and critical thinking; and establishing relationships with the working team.
Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, or Business Administration. Related quantitative fields may also be considered (e.g., Statistics, Accounting, Financial Engineering, Data Science, Predictive Modeling).
- Organized self-starter with the ability to think and work independently and creatively
- Strong analytical, problem solving, and decision-making skills
- Excellent interpersonal skills with the ability to establish solid working relationships with multiple teams and individuals with varying levels of expertise
- Strong verbal and written communication skills
- Proficient in project management/proven ability to lead cross functional team projects
- Proven team player, willing to assist others as needed to ensure that group deadlines are met and quality standards achieved
- Ability to manage time and multiple tasks effectively
- Detail oriented with the ability to thoroughly analyze and resolve issues with limited direction
Nice To Haves
- Proficient in Microsoft Office Suite (Excel and PowerPoint)
Responsibilities
- Conduct analysis on data sets with manager and team support
- Employ basic best practices for evaluating large data
- Answer key business questions through exploration and discovery
- Find patterns or anomalies by building out visualizations
- Perform analysis of interest rate risk to identify areas of risk exposure.
- Effectively communicate results and insights to senior management
- Monitor monthly risk exposure and analyze drivers of change in exposure.
- Provide accurate and insightful reporting of risk exposures
- Utilize the Quantitative Risk Management (QRM) software for IRR analysis including evaluation of assumptions and various rate scenarios impact on IRR
- Monitor market and interest rate developments and apply learnings to evaluate emerging risks and impacts on IRR
- Provide guidance and act as a liaison between Corporate Treasury Oversight and selected partners including, but not limited to, corporate treasury, internal audit, finance, and other risk management partners
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
