Senior Financial Quantitative Analyst

• Able to handle most unique situations

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The Senior Financial Quantitative Analyst leads the development of advanced quantitative models that support strategic decision-making across our banking operations. This role will be instrumental in capital planning, risk modeling, asset-liability management, and regulatory forecasting/reporting. The analyst combines their deep banking or credit union knowledge with strong quantitative skills.

To be effective, an individual must be able to perform each job duty successfully.

• Design, build, and maintain sophisticated quantitative models for:
• Credit risk and loan loss modeling (e.g., CECL, PD/LGD/EAD)
• Feeder models that support Asset-Liability Management (ALM) and interest rate risk such as:
• Asset Prepayment Models
• Non-Maturity Deposit Beta/Decay Models
• Capital stress testing and scenario analysis
• Partner with Treasury, Finance, FP&A, Credit Risk, and Accounting teams to develop and maintain quantitative models that support strategic decision-making, forecasting, stress testing, and risk management.
• Support liquidity, capital, and balance sheet management through quantitative analysis, forecasting, and scenario modeling.
• Develop model monitoring, back-testing, sensitivity testing, and performance measurement processes to ensure model accuracy and reliability.
• Extract, validate, and analyze large datasets using SQL and at least one analytical programming language (e.g., R or Python) other analytical tools to support model development and business insights.
• Provide quantitative analysis and analytical support for strategic initiatives across Treasury, Finance, Accounting, Lending, and other business units as needed.
• Apply statistical and quantitative techniques to model development and validation. Lead quantitative analysis to support pricing strategies, portfolio optimization, and risk-adjusted return metrics
• Collaborate with Accounting & Treasury, 2nd and 3rd line Risk, FP&A, and Regulatory Reporting teams to align modeling assumptions and outputs
• Ensure model governance, documentation, and compliance with regulatory expectations
• Provides policy recommendations and best practices for model governance and critical measures
• Present findings and model outputs to senior & executive leadership, board committees, and regulators
• Potentially lead and mentor junior quantitative analysts as the team grows

The requirements listed are representative of the knowledge, skills, and/or abilities required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential job functions.

• Bachelor’s degree in Finance, Mathematics, Statistics, or a related field. Master’s degree preferred.
• 6+ years of experience in quantitative analysis within banking or financial services.
• Strong understanding of bank or credit union financials, regulatory capital (Basel III/IV), and liquidity frameworks (LCR, NSFR).
• Strong SQL skills required, with experience in at least one analytical programming language (e.g., R or Python) to support data analysis, quantitative modeling, and decision-making.
• Proficiency in Excel, VBA, and financial modeling tools
• Experience with ALM systems management (preferred: Banc Ware, Empyrean, ZMFS)
• Experience with statistical modeling and scenario analysis
• Familiarity with regulatory stress testing frameworks (and CECL modeling preferred but not required)
• Ability to translate complex quantitative insights into strategic recommendations
• Brings strategic business context to decisions made across groups

• Experience working in the Workday Financial Management environment preferred
• Knowledge of data visualization tools such as Power BI and Tableau
• Prior involvement in securitizations, whole loan or participation sales, or structured finance preferred.
• Experience working in either a…