13 дней назад
Asset Liability Management Associate Director Balance Sheet Analytics (Financial Services)
91 000 - 202 800$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Asset Liability Management Associate Director Balance Sheet Analytics (Financial Services): Developing forecasting, behavioral, and decision-support models from customer, transactional, and economic datasets with an accent on econometrics, balance sheet management, and interest rate risk. Focus on conducting empirical research, analyzing deposit and customer-product dynamics, and communicating stress-testing and risk analytics to technical and business stakeholders.
Location: In-office in New York City, NY or Pittsburgh, PA, United States
Base salary: $91,000–$202,800 per year
Company
is a financial services organization with a quantitative modeling team supporting investment portfolio management, balance sheet analytics, interest rate risk management, and financial decision-making.
What you will do
- Conduct empirical research using customer, transactional, and economic datasets.
- Develop forecasting, behavioral, predictive, and decision-support models for deposit products and balance sheet management.
- Research and collect information for balance sheet analytics and participate in stress-testing efforts.
- Analyze, review, and present risk analytics, stress-testing materials, documentation, and templates.
- Partner with business lines to analyze balance sheet and income statement items, reconcile data, and perform quality reviews.
- Collaborate with model risk management, internal and external audit teams, and regulators.
Requirements
- Must work in the office in New York City or Pittsburgh.
- Master’s degree in economics, finance, econometrics, statistics, mathematics, operations research, data science, or a related quantitative field; a bachelor’s degree is also listed in the qualifications section.
- 5+ years of experience in empirical research, econometrics, statistical modeling, predictive analytics, or quantitative research.
- Strong Python and SQL programming skills with experience working with large structured datasets.
- Ability to formulate research questions, design and execute empirical studies, and communicate findings to technical and non-technical audiences.
- does not provide employment visa sponsorship and does not participate in STEM OPT for this position.
Nice to have
- PhD in a related quantitative field.
- Experience with deposit, consumer banking, payments, lending, credit card, or other customer-level financial datasets.
- Experience with customer behavior modeling, balance forecasting, causal inference, panel-data econometrics, time-series analysis, or machine learning.
- Research experience in financial institutions, academia, quantitative consulting, fintech, or related research teams, including publications, working papers, or conference presentations.
Culture & Benefits
- Inclusive, supportive, and accessible workplace culture.
- Medical, prescription, dental, vision, life, and disability coverage options.
- 401(k) matching, pension, stock purchase plans, and dependent care support.
- Educational assistance, wellness programs, paid holidays, parental leave, and 15–25 vacation days depending on career level.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →