The Opportunity

Senior Quant Analyst will be responsible for developing and maintaining Balance Sheet Management (BSM) team's analytical tool, Quantitative Risk Management (QRM), to accomplish all the required tasks list below. Using statistical analysis and/or data mining techniques to perform analysis, develop financial models, and create reports that help Treasury Balance Sheet Management team manage Net Interest Income (NII) forecast, Interest Rate Risk (IRR) and Funds Transfer Pricing (FTP) processes.