Treasury Quantitative Senior Associate

Truist•Charlotte, NC

21h•Onsite

About The Position

The Treasury Quantitative Senior Associate is responsible for supporting the MSR Derivatives and Treasury Hedge Desk with performance of hedge strategies. This position requires effective collaboration with traders to develop and lead projects that improve analytics and tools used in reporting and tracking hedge desk activities. This position may require coaching and mentoring of Jr Hedge Desk Support teammates. To be considered for this role, candidates must be able to work in the Truist office location listed below 5 days per week: Charlotte, NC - 214 North Tryon Street. No Full Remote/Telecommute. No Relocation Assistance.

Requirements

Bachelor's / Master's degree in Statistics, Econometrics, Computer Science, Applied Mathematics, Operations Research, or other applied quantitative science, or equivalent education and related training.
7 - 10 years of relevant experience, or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models.
Extensive financial instrument product knowledge with a strong control mindset and experience in reconciliation across multiple systems.
Ability to distill complex mathematical concepts into digestible presentations for senior management.
Ability to effectively manage competing organizational priorities.
Strong written and verbal communication skills.
Methodical approach to problem solving.
Demonstrated proficiency in basic computer applications, such as Microsoft Office software products.
Ability to travel, occasionally overnight.

Nice To Haves

Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) designation
Strong Python and SAS experience applied to large‑scale interest‑rate and mortgage datasets, including SQL‑based data engineering, automated model pipelines, statistical analysis, and version‑controlled deployment (Git/GitLab)
Experience with Bloomberg, TradeWeb, Calypso, FinCad, PolyPaths or QRM is highly preferred
Knowledge and understanding of financial products: exposure to fixed income securities, derivatives, and Mortgage products.

Responsibilities

Participate on cross-functional teams to support organizational objectives, as required.
Negotiate positive outcomes through interactions with senior management, business partners and assurance functions.
Create automated model pipelines (execution, back‑testing, attribution) and Model derivatives and optionality for balance‑sheet hedging.
Design, develop, and maintain MSR analytics and real-time hedging tools for Treasury Derivative Hedge Desk financial risk management.
Act as an effective advocate to ensure user understanding and acceptance of innovated model developments, including written and verbal presentations to model users, stakeholders, managers.
Direct (perform as necessary) other analytical activities, as requested by Director of MSR Middle Office.
Develop a structured process for managing production code implementations that conforms to enterprise governance guidelines.
Communicate the attribution of TBA hedge performance and defend assumptions used.
Present market research on market trends, model performance, model improvements and hedge tools to improve hedge desk strategies.
Research and Implement new products as requested by senior management (hedge accounting stratigies)
Meet with, and make presentations to, Bank and Bank Holding Company regulators, as requested.
Provide credible, well documented evidence supporting validity of models for intended use.
Support regulatory examinations and requests.

Benefits

Medical
Dental
Vision
Life insurance
Disability
Accidental death and dismemberment
Tax-preferred savings accounts
401k plan
No less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment
10 sick days (also prorated)
Paid holidays
Defined benefit pension plan (depending on the position and division)
Restricted stock units (depending on the position and division)
Deferred compensation plan (depending on the position and division)