Quantitative Risk Analyst II

Overview

This Quantitative Risk Analyst II role supports Financial Risk Management and Enterprise Risk Management through quantitative analysis, risk reporting, balance sheet analytics, model development, and automated reporting. Focus areas include market risk, liquidity risk, deposit analytics, and enterprise risk monitoring, with analytical support for credit risk and stress testing initiatives. You will partner with Treasury, Finance, Credit Administration, and Risk teams to identify emerging risks, enhance risk measurement, improve reporting efficiency, and support strategic decision-making with data-driven insights.

Responsibilities

Risk Analytics and Reporting

• Develop, maintain, and enhance recurring risk reporting packages, dashboards, and analytical tools supporting Financial Risk Management and Enterprise Risk Management.
• Produce analysis and reporting related to market risk, liquidity risk, credit risk, capital risk, and emerging enterprise risks.
• Monitor and report key risk indicators, early warning indicators, and concentration measures.
• Design and maintain executive-level reporting and visualizations for management.
• Identify notable trends, anomalies, and emerging risks using internal and external data sources.

Market Risk and Balance Sheet Analytics

• Perform quantitative analysis of interest rate risk and analyze balance sheet composition and trends to support decision-making and risk oversight.
• Support development of analytical frameworks used to assess the impact of changing economic and market conditions on earnings, capital, and liquidity.
• Research and analyze macroeconomic, industry, and financial market trends to identify potential implications for the organization’s risk profile.

Deposit and Liquidity Risk Analytics

• Assist in the development and enhancement of deposit behavior models, attrition analyses, deposit segmentation methodologies, and funding stability assessments.
• Support analysis of uninsured deposits, deposit concentration metrics, customer behavior patterns, pricing sensitivity, and other liquidity-related risk indicators.
• Produce analytical reporting related to funding sources, liquidity trends, and balance sheet stability.
• Collaborate with Treasury and Finance to evaluate liquidity stress assumptions and changing customer behaviors across varying economic environments.

Quantitative Modeling and Data Analytics

• Support development, testing, implementation, monitoring, and enhancement of quantitative models used for risk measurement and decision support.
• Apply statistical, econometric, forecasting, and data analysis techniques to evaluate relationships between economic variables and portfolio performance.
• Use Python, SQL, and other analytical tools to build automated processes, scenario analyses, forecasting solutions, and decision-support tools.

Stress Testing Support

• Support enterprise stress testing activities through data preparation, scenario analysis, forecasting support, model execution, and reporting.
• Assist in preparing analytical materials supporting loan portfolio, liquidity, and capital stress testing exercises.
• Research economic trends and scenario drivers used in stress testing activities.
• Provide quantitative support for management review and interpretation of stress testing results.

Innovation and Process Improvement

• Identify opportunities to improve efficiency, accuracy, and scalability through automation and process redesign that reduce manual effort and improve data integrity.
• Utilize modern analytical technologies, including artificial intelligence, machine learning, advanced analytics, and business intelligence platforms, to enhance reporting and analytical capabilities.
• Lead special projects and initiatives that support ongoing risk management framework enhancements.

Requirements

• Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, Data Science, or a closely related field.
• 3-5 years of experience in banking, financial services, treasury, finance, risk management, portfolio analytics, quantitative analytics, or related disciplines.
• Intermediate to advanced Microsoft Excel skills.
• Experience with Power BI, Tableau, or similar business intelligence/data visualization platforms.
• Strong knowledge of financial statement analysis.
• Experience performing quantitative analysis using large and complex datasets.
• Experience developing automated reporting, analytical tools, dashboards, or risk reporting processes.
• Experience using Python, SQL, or similar analytical programming languages.
• Experience communicating analytical findings to technical and non-technical stakeholders.

Preferred Qualifications

• Banking industry experience involving market risk, liquidity risk, treasury, ALM, or portfolio analytics.
• Experience supporting deposit analytics, balance sheet risk management, or funding risk assessments.
• Experience utilizing Moody’s analytical solutions (Moody’s Analytics, EFX, CMM).
• Experience applying statistical, econometric, forecasting, or machine learning techniques.
• Experience with AI-assisted development and workflow automation tools.

Compensation & Benefits

• Base pay range: $71,000 - $92,000/year.
• Salary is based on factors including job duties, required qualifications and relevant experience, and local market trends.
• Role may be eligible for bonus or incentives based on company and individual performance.

Total Rewards package may include:

• 401(k) match
• Profit sharing
• Employee stock purchase plan
• Paid time off
• Medical, dental, vision
• Company-paid life insurance and long-term disability
• Supplemental voluntary life insurance
• Short-term and long-term disability
• Wellness incentives
• Employee assistance program
• Pre-tax health savings accounts and flexible spending accounts (eligible associates)

Equal Opportunity

This employer is an Equal Opportunity Employer including Disability/Vets.