Quantitative Risk Analyst I - Liquidity and Capital

USAA•San Antonio, NC

5d•Hybrid

About The Position

The Quantitative Risk Analyst I – Liquidity and Capital supports day‑to‑day risk management activities by helping identify, measure, and monitor financial risks for a line of business or internal team. In this role, you will assist with building and applying quantitative models and data analyses to better understand market conditions, surface emerging liquidity and capital risks, and identify opportunities to strengthen processes and controls. You will also help monitor the risk and control environment, analyze complex inputs, and contribute to discussions around practical, data‑driven risk mitigation actions. This role is an excellent opportunity for someone early in their risk, finance, or quantitative career who enjoys working with data and developing analytical insights. You will work with large and complex data sets, collaborate closely with experienced risk partners, and gain hands‑on exposure to liquidity and capital risk management in a financial services environment. Success in this role requires a strong interest in quantitative analysis, comfort with technical and analytical tools, and the ability to clearly communicate findings and recommendations to management through strong written and verbal communication skills. We offer a flexible work environment that requires an individual to be in the office 4 days per week.

Requirements

Bachelor's degree in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline.
4 additional years of related experience beyond the minimum required may be substituted in lieu of a degree.
4 years related quantitative analysis experience in a discipline relevant to risk management to include statistical analysis, modeling, mathematics or other quantitative discipline.
OR advanced degree/designation in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline and 2 years work experience in a quantitative discipline relevant to risk management.
OR PhD in Economics, Finance, Statistics, Mathematics, or other quantitative discipline.

Nice To Haves

Experience and/or educational background in liquidity risk, capital management, or broader quantitative finance
Experience accessing and analyzing complex data inputs to develop well‑reasoned insights and recommendations
Demonstrated ability to leverage strong technical skills to build or validate models and effectively communicate findings to management
Excellent written and verbal communication skills

Responsibilities

Utilizes advanced analytics to assess future risk, opportunities, and effectiveness and translates results into meaningful solutions to enhance decision making.
Assesses and mitigates exposures through the identification of key and emerging risks in alignment with the risk strategy and appetite.
Applies knowledge to produce analytical material for discussions with cross functional teams to understand complex business objectives and influence solution strategies.
Produces and communicates analytical content for discussions with cross functional teams, governance committees and business process owners to influence business strategies.
May create statistical reporting and financial analysis to forecast results for required stress test scenarios, including analyzing and challenging stress testing results and partnering with relevant functions to validate those results.
May engage in model validations, produce model validation reports, measure and aggregate model risks, and/or report on model issues to committees, auditors, and regulators.