Quantitative Financial Analyst

Overview

This role supports Treasury and balance sheet decision-making by combining quantitative analysis, financial modeling, and technology.

The organization is seeking a Quantitative Financial Analyst to help evaluate interest rate risk, profitability, portfolio behavior, and balance sheet opportunities. The position involves working with complex models and assumptions and translating quantitative findings into insights leaders can act on.

Pay Range

• Target Pay Range: $106,600.00-$130,100.00 annually
• Full Pay Range: $82,900.00 - $154,000.00 annually

Compensation decisions are determined using factors such as relevant job-related skills, experience, and education or training. Should an offer be made, individual qualifications will be considered. In addition to salary, compensation incentives are available for the hired applicant; incentives are performance based and targets vary by role.

Responsibilities

• Apply financial modeling and quantitative analysis to help Treasury and business leaders understand interest rate risk, profitability, portfolio behavior, and balance sheet opportunities.
• Support analysis across NII and Economic Value/EVE sensitivity, duration and convexity, scenario and stress testing, deposit behavior, loan prepayments, and other balance sheet risk measures.
• Understand existing Treasury models, challenge assumptions, recommend improvements, maintain model parameters, and extend analytical capabilities as business needs evolve.
• Develop quantitative models and analytical applications when new questions arise, translating ambiguous business problems into structured analytical solutions.
• Support the transition of pricing models to Snowflake and help build stronger attribution and sensitivity analytics supporting offset center P&L and profitability insights.
• Use fixed income valuation, derivatives, duration, convexity, and risk-management concepts to support mortgage portfolio and broader balance sheet hedging activities.
• Automate and scale workflows using Python and Excel/VBA to improve analytical processes.
• Collaborate with Treasury, Enterprise Risk Management, Credit Risk, Product, and portfolio leaders to explain models, support validation, and help establish guardrails and guidelines.
• Maintain model documentation, assumptions, and parameters while navigating appropriate model governance and validation processes.

Qualifications

Minimum Qualifications

• Master’s degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Econometrics, Physics, or a closely related quantitative field.
• Quantitative and financial modeling expertise, including demonstrated experience developing, applying, or enhancing financial or statistical models.
• Strong knowledge of fixed income, interest rate risk, valuation, duration, convexity, derivatives, and portfolio risk management.
• Advanced proficiency in Python and Excel/VBA.
• Demonstrated ability to independently solve complex and ambiguous problems; challenge assumptions; improve analytical approaches; and translate quantitative findings into clear insights for diverse audiences.
• Curiosity and learning agility to quickly build knowledge across Treasury and financial concepts.

Preferred Qualifications

• Applied experience with Asset Liability Management (ALM), Treasury analytics, FTP, capital management, balance sheet strategy, or profitability analytics.
• Experience with NII/EVE sensitivity analysis, deposit behavioral modeling, loan prepayment modeling, scenario analysis, or stress testing.
• Experience with mortgage hedging, fixed income portfolio management, derivatives analytics, rates/trading support, investment analytics, or other interest-rate hedging environments.
• Experience building quantitative models from scratch through professional experience, internships, or graduate-level projects.
• Experience with Snowflake, Git/GitHub, or similar modern data and development environments.
• Experience using AI-assisted development or AI pair-programming tools as part of an analytical or coding workflow.
• Experience within a bank, credit union, mortgage company, financial services organization, or consulting environment is helpful but not required.

Compensation & Benefits

• 401(k) Company Match (up to 3%)
• 4% annual contribution to your 401(k) by the organization
• Medical, Dental and Vision (family contributions as well)
• PTO Program + Exchange Program
• Tuition Reimbursement Program
• Volunteer time off and donation match

Location

Candidates must be residents of WA, OR, ID, AZ, TX, GA, NC, VA, CA, or SC.

If located in Washington state and within a reasonable driving distance from Tukwila, in-office attendance is requested on Tuesdays and Wednesdays at the organization’s HQ. For candidates outside the commute distance and in approved remote work locations, this role will be remote.

Equal Opportunity

The organization is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, veteran status, disability, sexual orientation, gender identity, or any other protected status.