Treasury Senior Quantitative Analyst II

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.

1. Develop models and analytics in support of CCAR, internal stress testing, capital planning, NII forecasting, ALM, EVE, and those associated models and qualitative methodologies. 

2. 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.

3. Support junior quantitative analysts on project work mentoring and training to accelerate the development of technical modeling processes and business knowledge.

4. Act as an effective advocate to ensure user understanding and acceptance of proposed models, including written and verbal for deployed models, deve...