Charlotte, North Carolina, USA
15 days ago
Senior Quantitative Analyst-Funds Transfer Pricing

Location: On site in Memphis, TN, Coral Gables, FL or Charlotte, NC.

Summary:

We are seeking an experienced and highly skilled Senior Quantitative Analyst with a strong background in Asset & Liability Management and Funds Transfer Pricing (FTP). This role will involve applying advanced quantitative techniques to assess FTP results and deliver actionable insights to Executive Management. The successful candidate will play a key role in developing, enhancing, implementing, and executing FTP models to ensure effective pricing strategies that align with the firm’s financial goals and regulatory requirements.

Job responsibilities
- Provide in-depth analysis of FTP results and contribute to the continuous improvement of the FTP framework, ensuring alignment with business objectives and changing market conditions.
- Lead and manage projects related to FTP systems, including automation, integration with financial reporting systems, and implementation of new methodologies.
- Help to manage the model lifecycle for ALM and FTP models, including model development, calibration, monitoring, and change management; ensuring modeling practices align with regulatory standards and industry best practices.
- Develop and produce reports, dashboards, and other data visualizations to senior leadership to support decision-making.
- Ensure compliance with internal policies and external regulations regarding funds transfer pricing and risk management.
- Mentor junior analysts, providing guidance and training on quantitative analysis techniques and FTP concepts.

Required qualifications, capabilities, and skills.
• Master’s degree in Quantitative Finance, Statistics, Mathematics, Engineering, or another highly analytical discipline.
• 5+ years of experience in an analytical role within the financial services industry.
• A high degree of proficiency in at least two of the following: Python, SQL, R, SAS, VBA.
• An understanding of the principles of Asset & Liability Management and Funds Transfer Pricing.
• Excellent written and verbal communication skills, with a proven ability to clearly disseminate complex information to non-technical audiences.
• Proficiency with Microsoft Office; experience with SQL and Power Query preferred.
• Intellectually curious, willing to ask questions, committed to personal growth, and open to feedback and new ideas.
• Ability to work independently to balance multiple priorities and produce high quality analytics.

Preferred Skills
• A strong understanding of Excel, Python, and SQL and some familiarity with SAS.
• Experience modeling Assets and Liabilities, including deposit decay and Funds Transfer Pricing.
• Expertise in Microsoft Excel and VBA.
• Proficient in Empyrean, QRM, BancWare or similar Asset/Liability management software.
• Progress towards a Chartered Financial Analyst (CFA) designation or a Financial Risk Manager (FRM) certification highly preferred.

About Us
First Horizon is a leading regional financial services company, dedicated to helping our clients, communities and associates unlock their full potential with capital and counsel. With $81.7 billion in assets as of December 31, 2023, we serve clients through a team of approximately ~7,300 associates and ~418 banking centers throughout the southeastern United States. Headquartered in Memphis, TN, the banking subsidiary First Horizon Bank operates in 12 states across the southern U.S. First Horizon has been recognized as one of the nation’s best employers by Fortune and Forbes magazines and a Top 10 Most Reputable U.S. Bank.

Benefit Highlights
• Medical with wellness incentives, dental, and vision
• HSA with company match
• Maternity and parental leave
• Tuition reimbursement
• Mentor program
• 401(k) with 6% match
• More -- FirstHorizon.com/First-Horizon-National-Corporation/Careers/Our-Benefits
Corporate Diversity Commitment:
We remain committed to creating a more equitable society, and that starts with our associates, our clients, and the communities we serve. We do this by elevating equity, providing capital and counsel, and committing to excellence in everything we do.

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