12 дней назад
Sr. Analyst - Balance Sheet Modeling and Analytics (Python/SAS)
99 600 - 169 200$
Мэтч & Сопровод
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Описание вакансии
Текст:
TL;DR
Sr. Analyst - Balance Sheet Modeling and Analytics (Python/SAS): Developing and maintaining asset-liability management, deposit, liquidity, and balance-sheet models with an accent on interest-rate risk, model governance, and regulatory compliance. Focus on production model deployment, validation and documentation, advanced analytics, and communicating complex risk drivers to senior management, auditors, and regulators.
Location: Chicago, IL; hybrid work between the office and home
Salary: $99,600–$169,200 USD base pay annually
Company
provides wealth management, asset servicing, asset management, and banking services to individuals, families, corporations, and institutions.
What you will do
- Develop and maintain Asset Liability Management models, including prepayment, core deposit, and operational deposit models.
- Run monthly production processes and address questions about model outputs.
- Develop and deploy new modeling frameworks, define data requirements, conduct testing, and complete documentation.
- Lead model validation, annual reviews, and audit processes with Model Risk Management and internal oversight groups.
- Identify modeling enhancements, assess risk drivers, and support regulatory requirements for interest-rate and liquidity risk.
- Communicate modeling frameworks to senior management, governance committees, internal oversight groups, regulators, Treasury, Risk, and Technology teams.
Requirements
- Must be authorized to work in the United States without current or future employment-based visa sponsorship.
- Graduate degree in Statistics, Mathematics, Econometrics, Engineering, or another quantitative field.
- 4–7 years of quantitative modeling experience in financial services, consulting, a regulatory agency, or a related environment.
- Experience developing, implementing, or maintaining production analytical models within a regulated financial institution.
- Strong knowledge of Asset Liability Management, interest-rate risk, liquidity risk management, and balance-sheet behavior modeling.
- Proficiency in SAS, Python, SQL, Microsoft Excel, and Power BI, with experience in model governance and regulatory collaboration.
Nice to have
- Working knowledge of relational databases, three lines of defense, and collaboration with second-line risk management and third-line internal audit.
- Interest in applying artificial intelligence, machine learning, and advanced analytics to modeling, forecasting, and process automation.
Culture & Benefits
- Balanced hybrid working model with time split between the office and home.
- Retirement benefits, including 401(k) and pension.
- Medical, dental, vision, spending account, disability, life, and accident insurance options.
- Paid time off, parental and caregiver leave, and well-being benefits.
- Discretionary bonus program that may include an equity component.
- Flexible and collaborative culture with internal mobility, accessible senior leaders, and an inclusive workplace.
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