Quantitative Risk Analyst II

This is a fully remote position, open to applicants in Arizona, +6 more states.

📋 Description

• Create, manage, and improve recurring risk reporting packages, dashboards, and analytical tools.

• Generate analysis and reporting pertaining to market risk, liquidity risk, credit risk, capital risk, and emerging enterprise risks.

• Track and report on key risk indicators, early warning indicators, and concentration measures.

• Design and maintain executive-level reporting and visualizations tailored for management.

• Identify trends, anomalies, and emerging risks utilizing both internal and external data.

• Conduct quantitative analysis of interest rate risk and the composition and trends of the balance sheet.

• Support analytical frameworks that evaluate the impacts of economic and market conditions on earnings, capital, and liquidity.

• Investigate macroeconomic, industry, and financial market trends and their effects on the Bank’s risk profile.

• Aid in developing deposit behavior models, attrition analyses, deposit segmentation, and funding stability assessments.

• Analyze uninsured deposits, deposit concentration, customer behavior, pricing sensitivity, and liquidity risk indicators.

• Report on funding sources, liquidity trends, and overall balance sheet stability.

• Collaborate with Treasury and Finance regarding liquidity stress assumptions and customer behavior.

• Assist in the development, testing, implementation, monitoring, and enhancement of quantitative risk models.

• Employ statistical, econometric, forecasting, and data analysis techniques.

• Utilize Python, SQL, and other analytical tools for automation, scenario analysis, forecasting, and decision-support tools.

• Support enterprise stress testing through data preparation, scenario analysis, forecasting, model execution, and reporting.

• Prepare analytical materials for loan portfolio, liquidity, and capital stress testing.

• Research economic trends and scenario drivers pertinent to stress testing.

• Provide quantitative support for management in reviewing and interpreting stress testing results.

• Identify opportunities for automation and process redesign to enhance efficiency, accuracy, scalability, and data integrity.

• Leverage artificial intelligence, machine learning, advanced analytics, and business intelligence platforms.

• Engage in special projects aimed at enhancing the risk management framework.

⛳️ Requirements

• Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, Data Science, or a closely related field.

• 3-5 years of experience in banking, financial services, treasury, finance, risk management, portfolio analytics, quantitative analytics, or related areas.

• Intermediate to advanced skills in Microsoft Excel.

• Proficiency in Power BI, Tableau, or similar business intelligence/data visualization platforms.

• Strong understanding of financial statement analysis.

• Experience in performing quantitative analysis with large and complex datasets.

• Background in developing automated reporting, analytical tools, dashboards, or risk reporting processes.

• Proficient in using Python, SQL, or similar analytical programming languages.

• Experience in communicating analytical findings to both technical and non-technical stakeholders.

• Preferred: experience in the banking industry, particularly in market risk, liquidity risk, treasury, ALM, or portfolio analytics.

• Preferred: experience in supporting deposit analytics, balance sheet risk management, or funding risk assessments.

• Preferred: familiarity with Moody's analytical solutions (Moody’s Analytics, EFX, CMM).

• Preferred: experience in applying statistical, econometric, forecasting, or machine learning techniques.

• Proficiency with AI-assisted development and workflow automation tools.

🏝️ Benefits

• Bonus or incentives based on company and individual performance may be available.

• 401(k) match.

• Profit sharing.

• Employee stock purchase plan.

• Paid time off.

• Medical insurance.

• Dental insurance.

• Vision insurance.

• Company-paid life insurance.

• Long-term disability insurance.

• Supplemental voluntary life insurance.

• Short-term disability insurance.

• Wellness incentives.

• Employee assistance program.

• Pre-tax health savings accounts.

• Flexible spending accounts.