Balance Sheet Management Sr. Analyst

• End-to-end development and governance and support of models in treasury/IRRBB space
• End-to-End model development including econometric forecasting models for key balance sheet and income statement line items for capital and business planning purposes
• Reviewing and timely submission of model documentations such as Model development documentations, Annual Model Review, Ongoing Performance Assessment, Model Change Addendum, Limitation Record Change
• Develop and maintain a comprehensive modeling system to ensure consistent approach to data quality
• Present technical matters in a meaningful way to appropriate audiences, aligning with Model Risk Management practices
• Build key relationships with finance and business teams while empowering team members with accountability and focus on partnerships
• Create a culture of strict quality control of data integrity and modeling processes.

• 6-8 years of relevant statistical modeling/econometrics experience in financial domain
• PG/Masters/PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
• Certifications such as FRM, CFA is a plus
• Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression, Cointegration and Machine Learning Techniques
• Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot)
• Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
• Working knowledge of statistical packages like SAS/R is a plus
• Experience with SQL and databases with working knowledge of Excel VBA
• Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
• Broad understanding of financial products, accounting principles, investment, accrual products and corporate finance concepts
• Excellent presentation skills
• Demonstrated analytical skills including the ability to synthesize quantitative and qualitative data to draw conclusions and assist on decision making
• Ability to build key cross-functional and cross-business relationships
• Assume informal leadership roles within team with ability to manage multiple projects and deadlines.

• Certifications such as FRM, CFA
• Working knowledge of statistical packages like SAS/R
• Experience in excel VBA.

Best-in-class benefits for employees such as well-being, living well, and saving well.