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Corporate Treasury is a division within the CFO group where part of their responsibility is to provide executive management with accurate, timely, and comprehensive forecasts of the balance sheet, net interest income (NII), and Non-Interest Income Revenue. Corporate Treasury's Asset & Liability Management Quantitative Finance group supports these efforts by developing quantitative models and methods that link the Bank's balance sheet and Income Statement to the broader macroeconomic environment. Our team is seeking a strong, decisive, results-oriented quantitative analyst who will be responsible for building complex statistical models for our loans portfolio. The model-building process is holistic, and will include estimating, validating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks. These models may cover a variety of bank products and related functions. All models are used as part of Treasury's financial decision-making process. Deliverables include the creation of model development and/or validation documentation such as: presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures.
