Treasury Senior Quantitative Analyst II

Treasury Senior Quantitative Analyst II

The position is for a Sr. Quantitative Analyst II within Truist's Financial Management Quantitative Analytics department. Financial Management Quantitative Analytics is responsible for the development and documentation of models supporting capital stress testing, asset and liability management, NII forecasting, EVE, and other corporate initiatives. The incumbent serves as a contributor supporting end-to-end execution of analytics projects, including model development, documentation and deployment.

The Sr. Quantitative Analyst II provides project leadership to junior Quantitative Analysts. Quantitative analytics projects support Corporate Treasury's objective to model the behavior of Truist's balance sheet and income statement in support of capital stress testing, allowance for loan and lease losses, balance sheet management, and other corporate initiatives.

• Develop models and analytics in support of CCAR, internal stress testing, capital planning, NII forecasting, ALM, EVE, and associated models and qualitative methodologies.
• Contribute to a positive and highly engaged team by championing a positive working environment through relationship development with peers, direct reports, and leadership; proactively seek guidance, clarification, and feedback.
• Support junior quantitative analysts on project work by mentoring and training to accelerate the development of technical modeling processes and business knowledge.
• Act as an effective advocate to ensure user understanding and acceptance of proposed models, including written and verbal communication for deployed models, develop, maintain and supervise monitoring, performance reporting, and change management processes and procedures, including back testing. Work with model users and stakeholders to ensure models are fulfilling the business and risk management objectives set for them.
• Facilitate user and management understanding and acceptance of proposed models by preparing high‑quality documentation, including presentations, explaining the model and its validity for its intended use. Provide support during verbal presentations to stakeholders and oversight groups.
• Address model validation recommendations and remediate issues.
• Meet with, and present to, regulators, as requested. Provide credible, well‑documented evidence supporting validity of models for intended use. Support regulatory examinations and requests.
• Meet with and respond to inquiries from internal and external audit teams.
• Negotiate positive outcomes through interactions with senior management, business partners and assurance functions as well as performing other analytical activities, as requested by managers.
• Continuously broaden and deepen expertise in analytical methods via self‑directed research and training.

Required Qualifications:

• 2+ years' experience in financial services industry with focus on model development and quantitative analytics
• Master's degree in Statistics, Econometrics, Actuarial Science, Applied Mathematics, Operations Research, or other applied quantitative science, or equivalent education and related training
• Demonstrated experience performing advanced quantitative analysis and developing econometric models
• Practice analyzing and manipulating large and complex data to identify data integrity issues and researching industry practices related to model methodologies
• Contribute to a positive and highly engaged team

Preferred Qualifications:

• 5+ years' experience in financial services industry with focus on model development and quantitative analytics
• PhD in a quantitative discipline preferred
• Strong verbal, written, interpersonal, and consultative communication skills with well-developed presentation skills
• Proficiency utilizing Microsoft Office tools to prepare and present analysis
• Experience with skills SAS and SQL (or significant demonstrated experience with alternative quantitative programming languages – R, Matlab, etc.)
• Excellent analytical, quantitative, and research skills

General Description of Available Benefits for Eligible Employees of Truist Financial Corporation: All regular…