Quantitative Analyst

Job Overview

Join us as a Quantitative Analyst and help drive the modeling and analytical insights that support critical decision-making across the bank. In this role, you’ll build and enhance models that guide risk management, financial performance, and regulatory compliance. Your work will directly influence strategic planning while partnering with teams who value collaboration, growth, and high performance.

• Develop and document models used for stress testing in alignment with regulatory requirements, including DFAST and Basel III.
• Develop, document, and maintain quantitative tools and models that measure risks to earnings and capital, including probability of default, loss given default, and exposure at default.
• Evaluate and enhance models to ensure relevance, accuracy, and ongoing compliance with regulatory expectations.
• Serve as a subject‑matter expert in risk quantification and modeling, collaborating with business partners, risk teams, and regulatory authorities.
• Prepare and provide data, model insights, and documentation for regulators, auditors, and consultants.
• Communicate model results, findings, and recommendations clearly and effectively to all levels of management.
• Analyze and translate data from multiple sources into meaningful business intelligence that supports sound financial and operational decisions.
• Ensure compliance with policies, procedures, security requirements, and relevant government regulations.

• Required:
  
  Bachelor’s degree in Finance, Economics, Statistics, or Mathematics.
• Preferred:
  Master’s degree.
• Required:
  
  4+ years of experience with SQL, R, and Power BI.
• Preferred: 2+ years of experience in a modeling discipline within Banking or Capital Markets at a DFAST or CCAR institution or consulting firm.
• Preferred: 2+ years of experience in financial and business analysis.
• An equivalent combination of education and experience can be considered in lieu of a degree.

• Strong interpersonal skills and enjoyment of collaborating with partners across the organization.
• Excellent at managing projects and adapting to evolving requirements while meeting tight deadlines.
• Proficiency in at least one programming language, such as R.
• Experience developing models in PPNR, Credit Risk, or Market Risk.
• Understanding of time-series models, including ARCH/GARCH, and experience with time-series and panel data analysis.
• Familiarity with linear and nonlinear generalized linear mixed models.
• Understanding of interdependence between risk factors, including variances‑covariance methods and copulas, and ability to apply key statistical distributions in analysis.
• Knowledge of federal and state laws related to accounting, financial reporting, and stress‑testing models.

• 0 %

• Targeted starting salary range (based on experience): $88,657‑104,303
• Annual incentive potential
• Comprehensive employee benefits, including medical, dental, vision, LTD, STD, and life insurance
• Paid vacation time, sick time, and 11 company paid holidays
• 401(k) (with up to 4 % match)
• Tuition reimbursement

Banner Bank is an Equal Opportunity Employer committed to diversity in the workplace. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, citizenship, marital status, age, disability or protected veteran status.