Impactful Quantitative Analyst: ALM & Fixed Income

BECU; California (MO); Hybrid; USD 107,000 - 130,000; Full time

Benefits offered by this job

401(k) Company Match

Medical, Dental and Vision

PTO + Exchange Program

Tuition Reimbursement

BECU Cares volunteer time off + match

Job summary

BECU is seeking a Quantitative Financial Analyst to fuse quantitative thinking, financial modeling, and technology to guide Treasury and balance sheet decisions. You’ll analyze fixed income, interest rate risk, and derivatives to support ALM, pricing, and hedging.

Strong Python and Excel/VBA skills are essential for building scalable analytic tools. You’ll partner with Treasury, Risk, Credit, and Product teams to translate models into practical insights while advancing governance and validation

Qualifications

• Master’s degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Econometrics, or Physics.
• Strong knowledge of fixed income, interest rate risk, valuation, duration, convexity, derivatives, and portfolio risk management; proficiency in Python and Excel/VBA.
• Ability to independently solve complex problems and translate quantitative findings into clear insights for diverse audiences.

Responsibilities

• Turn quantitative analysis into actionable decisions for Treasury and business leaders.
• Support analysis across NII, EVE sensitivity, duration, convexity and stress testing.
• Understand and improve existing Treasury models; maintain parameters and governance.
• Develop new quantitative models and analytical applications as questions arise.
• Modernize pricing analytics and build stronger attribution and sensitivity analytics.
• Apply fixed income valuation, derivatives, and hedging concepts to mortgage portfolios and balance sheet risk.
• Automate processes using Python and Excel/VBA to scale analytics.
• Collaborate with Treasury, Risk, Credit, Product, and portfolio leaders to validate models.

Skills

Python

Excel/VBA

Financial modeling

Fixed income

Interest rate risk

Derivatives

Portfolio risk management

Education

Master’s or PhD in quantitative field

Tools

Snowflake

GitHub

AI development tools

Job description

BECU is seeking a Quantitative Financial Analyst to fuse quantitative thinking, financial modeling, and technology to guide Treasury and balance sheet decisions. You’ll analyze fixed income, interest rate risk, and derivatives to support ALM, pricing, and hedging.

Strong Python and Excel/VBA skills are essential for building scalable analytic tools. You’ll partner with Treasury, Risk, Credit, and Product teams to translate models into practical insights while advancing governance and validation