Associate, Capital Management

Role Objectives : Delivery

The Balance Sheet and Capital Management Function seeks a Quant analytics Associate to work on various potential projects related to Stress testing and Balance sheet management. Projects and the associated management of those projects will span numerous areas including

(i) Develop analytical solution and Statistical models for wide range of topics related to Balance-sheet management

(ii) Build Interest rate risk models (Deposit attrition, Deposit pricing, loan and MBS Prepayment) for Asset and Liability management (ALM), and OCI risk models.

(iii) Collaborate with Cross-functional teams, including Asset and Liability Management (ALM), Risk and front line Business

(iv) Coordinate with internal stakeholders to manage quantitative modeling items on QRM platform for asset and liability management (ALM) platform

(v) Work as an independent contributor to provide analytical solutions that will help senior management to prioritize, initiate and execute strategic decisions

Role Objectives : Expertise

• Integrate asset liability management (“ALM”) forecasting and balance sheet capital management and forecasting methodologies within the AD CFO / CUSO Treasury organization;
• Conduct Statistical analysis, and build Econometrics models to forecast PPNR and interest rate risk risk elements in Balance sheet line items
• Conduct back-testing, sensitivity analysis and attribution analyses along with other modeling and analytical tests to provide robust quantitative solutions
• Communicate key analytical findings, conclusions, and recommendations to senior leadership
• Maintain project management reporting for balance sheet and capital management initiatives including primary objectives, timelines, status, dependencies, and issues

Qualifications and Skills