Overview
This role supports day-to-day risk management activities by helping identify, measure, and monitor financial risks related to liquidity and capital. The position involves building and applying quantitative models and data analyses to understand market conditions, identify emerging risks, and strengthen processes and controls. It offers an opportunity for early-career professionals interested in risk, finance, or quantitative analysis to work with large data sets and gain exposure to liquidity and capital risk management in a financial services environment.
The work environment is flexible but requires being in the office 4 days per week. Available locations include San Antonio, TX; Plano, TX; Phoenix, AZ; Colorado Springs, CO; Charlotte, NC; or Tampa, FL. Relocation assistance is not provided.
Responsibilities
- Utilize advanced analytics to assess future risks, opportunities, and effectiveness, translating results into actionable solutions.
- Identify and mitigate exposures by recognizing key and emerging risks aligned with risk strategy and appetite.
- Produce analytical materials for discussions with cross-functional teams to understand complex business objectives and influence solution strategies.
- Communicate analytical content to governance committees and business process owners to impact business strategies.
- Create statistical reports and financial analyses to forecast results for stress test scenarios; analyze and challenge stress testing outcomes and collaborate with relevant functions for validation.
- Participate in model validations, produce validation reports, measure and aggregate model risks, and report on model issues to committees, auditors, and regulators as needed.
Requirements
- Bachelor's degree in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or a related quantitative discipline.
- Alternatively, 4 additional years of related experience may substitute for the degree requirement.
- 4 years of related quantitative analysis experience relevant to risk management, including statistical analysis, modeling, or mathematics.
- Alternatively, an advanced degree or designation in a relevant quantitative discipline with 2 years of related work experience.
- Alternatively, a PhD in Economics, Finance, Statistics, Mathematics, or a related quantitative discipline.
Preferred Qualifications
- Experience or educational background in liquidity risk, capital management, or quantitative finance.
- Ability to access and analyze complex data inputs to develop well-reasoned insights and recommendations.
- Strong technical skills to build or validate models and effectively communicate findings to management.
- Excellent written and verbal communication skills.
Compensation & Benefits
- Salary range: $93,770 - $179,240, varying by experience and location.
- Eligibility for pay incentives based on corporate and individual performance.
- Comprehensive benefits including medical, dental, and vision plans; 401(k); pension; life insurance; parental and adoption assistance; paid time off with holidays and volunteer hours; and wellness programs.
- Career path planning and continuing education support.
Additional Information
- Visa sponsorship is not available for this role; candidates requiring immigration support should not apply.
- Applications are accepted on an ongoing basis until the position is filled.
- Equal opportunity employer committed to non-discriminatory hiring practices.