Treasury Quantitative Analyst I - Cincinnati, United States - Fifth Third

Fifth Third Cincinnati, United States

2 weeks ago

Description

Treasury Quantitative Analyst I page is loaded

Treasury Quantitative Analyst I

Apply

locations

Cincinnati, OH

time type

Full time

posted on

Posted 2 Days Ago

job requisition id

R49889

Make banking a Fifth Third better

We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank.

General Function:

Treasury Quantitative Analysts are responsible for providing data, analytical and quantitative support related to Treasury quantitative projection methodologies within Asset-Liability Management (ALM), Pre-Provision Net Revenue (PPNR), and Scenario Design functions.

Areas of focus include balance sheet captions, income statement captions, loans with borrower option profiles, MSR valuation profiles, and macroeconomic forecast assumptions.

This position is Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined.

This position is Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience.

While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.

Essential Duties & Responsibilities:

Provide support to the development and implementation of quantitative and statistical models related to interest rate risk management and semi-annual stress testing processes.

Develop, maintain and backtest major interest rate risk modeling assumptions (within the QRM Asset-Liability model), including (but not limited to) loan and deposit pricing, loan prepayments, and future balance levels.

Develop, maintain and backtest PPNR models that support the forecasts of financial statement captions and key assumptions utilized in stress test processes (i.e., CCAR).

Work closely with internal and external examiners, lines of business product managers, finance managers and Treasury staff and managers to complete assigned tasks.

Participate in the development of market interest rate and balance sheet stress scenarios and in the continual development of an accurate monthly NII/NIM forecast for the Bancorp.

Conduct and support loan and deposit product analytics from a quantitative perspective, including enhanced focus on behavioral expectations of optionality in loan and deposit products in alternative economic environments.

Contribute ideas to achieve the optimal balance of risk and return for the Bank through analysis and expertise of behavior under varying degrees of economic conditions.

provide expertise around the macroeconomic forecast assumptions used in the Bank's CCAR and CECL processes.
Participate in the management and curation of macroeconomic forecast assumptions used in the Bank's CCAR and CECL processes.

Supervisory Responsibilities:

The position has no direct supervisory responsibilities, but will be required to provide quantitative and statistical support to managers and analysts within Treasury and lines of business.

Knowledge & Skill Required:
Up to three years of relevant experience preferred, including demonstrated strong

quantitative/statistical

modeling skills.
Advanced degree in statistics, mathematics, economics or other quantitative field.
Experience in

statistical/econometric

modeling and database management.
Experience using SAS (including statistical modeling), SQL, VBA, and Business Objects. Demonstrated ability to learn and understand various computer systems.
Strong PC skills (database and spreadsheet).
Strong communication, interpersonal and organizational skills.
Ability to contribute both individually and as a member of a team.
Able to build and maintain relationships across the company.
#LI-BP1
Treasury Quantitative Analyst ILOCATION Cincinnati, Ohio 45202

Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.

Similar Jobs (2)

Quantitative Analyst I

locations

Cincinnati, OH

time type

Full time

posted on

Posted 2 Days Ago

Accountant I

locations

Cincinnati, OH

time type

Full time

posted on

Posted 9 Days Ago
Introduce yourself to our team to stay connected on future opportunities. We look forward to finding the right place for you. Are you ready to take the next step?
About Us

Fifth Third Bank, National Association is one of the top-performing banks in the country, with a history that spans more than 150 years.

We've staked our claim on looking at things differently to make banking a Fifth Third better. This applies to our relationships with customers and employees alike.

We employ about 18,000 people while offering:

A chance for employees to build their future, with supportive career development and comprehensive health and financial wellness programs.
An environment where we win together by celebrating achievements and working collaboratively.
An opportunity to make a difference in a positive and lasting way. Everything we do is geared toward improving lives.

We're proud that Fifth Third is a warm and caring place to grow – as a customer and as a team member.

#J-18808-Ljbffr

Quantitative Analyst

2 weeks ago

Rainmaker Resources Cincinnati, United States

Job Description · Job Description · Quantitative Risk Analyst IV · General Summary · Provides intermediate market risk, quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of financial and risk management. Provid ...
Quantitative Analyst

1 week ago

Rainmaker Resources, LLC Cincinnati, United States

Job Description · Job Description Quantitative Risk Analyst IV · General Summary · Provides intermediate market risk, quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of financial and risk management. Provides i ...
Quantitative Analyst

2 weeks ago

Federal Reserve Bank (NY) Cincinnati, United States

Company · Federal Reserve Bank of ClevelandThe Federal Reserve Bank of Cleveland is part of the nation's central bank and we've provided many opportunities for professional growth during our history. · We've been named "One of Northeast Ohio's Best Places to Work" by North Coas ...
Quantitative Analyst

1 week ago

Federal Reserve System Cincinnati, United States Full time

Company · Federal Reserve Bank of ClevelandThe Federal Reserve Bank of Cleveland is part of the nation's central bank and we've provided many opportunities for professional growth during our history. · We've been named "One of Northeast Ohio's Best Places to Work" by North Coas ...
Quantitative Analyst I

3 weeks ago

Fifth Third Cincinnati, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · GENERAL FUNCTION: The Quantitative Analyst I is responsible for routine operational or tactical quant wor ...
Quantitative Analyst Senior

1 week ago

FIS Global Cincinnati, United States OTHER

Position Type : · Full time Type Of Hire : · Experienced (relevant combo of work and education) Education Desired : · Bachelor of Commerce/Business Travel Percentage : · 1 - 5%Job Description · Are you curious, motivated, and forward-thinking? At FIS you'll have the opportuni ...
Treasury Quantitative Analyst I

1 week ago

Fifth Third Bank, N.A. Cincinnati, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · General Function: · Treasury Quantitative Analysts are responsible for providing data, analytical and qua ...
SR Quantitative Risk Analyst

2 weeks ago

Insight Global Cincinnati, United States

This Sr Quantitative Risk Analyst will be joining a team of eight at a bank in Cincinnati, OH. They will be provides advanced level of financial and quantitative analyses, modeling, and research in support of monitoring, assessing, reporting, and collaborating on financial and ri ...
Treasury Quantitative Analyst I

2 weeks ago

Fifth Third Cincinnati, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · General Function: · Treasury Quantitative Analysts are responsible for providing data, analytical and qu ...
Sr. Quantitative Risk Analyst

1 week ago

Federal Home Loan Bank Cincinnati, United States

Sr. Quantitative Risk Analyst · General Summary: · Provides · advanced level of financial and quantitative analyses, modeling, and research · in support of monitoring, assessing, reporting, and collaborating on financial · and risk management. Provides · advanced-level analysis ...
Treasury Quantitative Analyst I

2 weeks ago

Fifth Third Cincinnati, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · General Function: Treasury Quantitative Analysts are responsible for providing data, analytical and quant ...
Sr. Quantitative Risk Analyst

2 weeks ago

Federal Home Loan Bank Cincinnati, United States

Sr. Quantitative Risk Analyst · General Summary: · Provides · advanced level of financial and quantitative analyses, modeling, and research · in support of monitoring, assessing, reporting, and collaborating on financial · and risk management. Provides · advanced-level analysis ...
Treasury Quantitative Analyst I

3 weeks ago

Fifth Third Bank, N.A. Cincinnati, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · General Function: Treasury Quantitative Analysts are responsible for providing data, analytical and quantit ...
Sr. Quantitative Risk Analyst

5 days ago

Federal Home Loan Bank Cincinnati, United States

Sr. Quantitative Risk Analyst - Model Risk · General Summary: · Independently · leads and assists activities related to managing and mitigating model risks, by · independently performing validations, monitoring governance, and providing · guidance and expertise related to model ...
Quantitative Analyst

1 week ago

Amtex Systems Erlanger, United States

Job Description · Job Description · Quantitative Analyst · 100% Remote · 06+ Months Contract · Need more on Financial Data Analysis side - · CONSUMER LENDING · Scope Data Analysis in the Climate risk space. · Required Skill sets · Professional who can perform white space pr ...
Quantitative Analyst

1 week ago

Amtex Systems Inc Erlanger, United States

Job Description · Job DescriptionQuantitative Analyst · 100% Remote · 06+ Months Contract · Need more on Financial Data Analysis side - CONSUMER LENDING · Scope Data Analysis in the Climate risk space. · Required Skill sets · Professional who can perform white space problem solvi ...
Quantitative Analyst Senior

6 days ago

FIS - Fidelity Information Services Union, United States

Develops Card Solutions financial models through research and creation of new mathematical equations for a client portfolio view, and the changing demands of the market events. - Creates transaction and sales volume projection model prototypes that p Analyst, Quantitative, Senior ...
Quantitative Analyst Senior

6 days ago

Jobs for Humanity Union, United States

Company Description · Jobs for Humanity is collaborating with FIS Global to build an inclusive and just employment ecosystem. We support individuals coming from all walks of life. · Company Name: FIS Global · Job Description · Position Type : · Full time · Type Of Hire : ...
Treasury Quantitative Analyst I

2 weeks ago

Fifth Third Union, United States

Make banking a Fifth Third better · We connect great people to great opportunities. Are you ready to take the next step? Discover a career in banking at Fifth Third Bank. · General Function: Treasury Quantitative Analysts are responsible for providing data, analytical and quant ...
Sr. Quantitative Risk Analyst

2 weeks ago

Federal Home Loan Bank Cincinnati Union, United States

Sr. Quantitative Risk Analyst · General Summary: · Providesadvanced level of financial and quantitative analyses, modeling, and researchin support of monitoring, assessing, reporting, and collaborating on financialand risk management. Providesadvanced-level analysis in support ...