Balance Sheet Management Modeling
4 weeks ago
The Balance Sheet Management Modeling role is a key position within the treasury group, responsible for developing statistical and non-statistical methodologies for balance sheet management. As a seasoned professional, you will contribute to the development of new methodologies, data processing, visualization, and analysis tools, as well as improve processes and workflows for the balance sheet management function.
Key Responsibilities
- Develop end-to-end statistical models covering asset classes such as deposits or fixed income securities.
- Implement econometric forecasting models for key balance sheet and income statement line items.
- Apply analytical thinking and knowledge of statistics, modeling, and data analysis tools to make judgments and recommendations.
- Review and submit model documentation, including model development documents, annual model reviews, and ongoing performance assessments.
Qualifications and Requirements
- 4-6 years of relevant statistical modeling / econometrics experience in the financial domain.
- Master's or PhD in a quantitative discipline such as statistics, economics, mathematics, or a related field.
- Experience in developing models and metrics related to assets/liability management (ALM) and interest rate risk in banking books (IRRBB).
- Extensive experience with programming and modeling using Python and related packages.
- Working experience with SQL and databases.
About the Role
This is a challenging and rewarding role for a seasoned professional looking to make a meaningful impact in the finance industry. As a member of the treasury group, you will have the opportunity to work on high-priority projects and contribute to the development of innovative solutions for balance sheet management. If you are a motivated and analytical professional looking for a new challenge, we encourage you to apply for this exciting opportunity.
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