Quantitative Analyst, ALM & Fixed Income (Remote)

Boeing Employees Credit Union; Virginia (IL); On-site; USD 107,000 - 130,000; Full time

Benefits offered by this job

401(k) Match (up to 3%)

Medical/Dental/Vision

PTO + Exchange Program

Tuition Reimbursement

BECU Cares volunteer time off + match

Job summary

Boeing Employees Credit Union is seeking a highly skilled Quantitative Financial Analyst to join our Treasury and balance sheet teams. You’ll bring quantitative thinking, financial modeling, and technology to help our leadership make smarter decisions across ALM, mortgage hedging, pricing, and profitability.

You’ll apply your knowledge of fixed income, interest rate risk, and coding (Python and Excel/VBA) to enhance models, challenge assumptions, and turn quantitative findings into clear

Qualifications

• Master's or PhD in quantitative field with strong modeling skills.
• Proven ability to develop and apply financial models; fixed income and risk focus.
• Advanced Python and Excel/VBA proficiency; capable of solving complex problems.

Responsibilities

• Turn quantitative analysis into decisions: Apply financial modeling and quantitative analysis to help Treasury and business leaders understand interest rate risk, profitability, portfolio behavior, and balance sheet opportunities.
• Advance ALM and risk analytics: Support analysis across NII and Economic Value/EVE sensitivity, duration and convexity, scenario and stress testing, deposit behavior, loan prepayments, and other balance sheet risk measures.
• Enhance Financial Models: Understand existing Treasury models, challenge assumptions, recommend improvements, maintain model parameters, and extend analytical capabilities as business needs evolve.
• Build New Solutions: Develop quantitative models and analytical applications when new questions arise, translating ambiguous business problems into structured analytical solutions.
• Modernize Pricing Analytics: Support the transition of pricing models to Snowflake and help build stronger attribution and sensitivity analytics supporting offset center P&L and profitability insights.
• Support Portfolio & Hedging Decisions: Apply fixed income valuation, derivatives, duration, convexity, and risk-management concepts to mortgage portfolio and broader balance sheet hedging activities.
• Automate & Scale: Use Python and Excel/VBA to automate processes, improve analytical workflows, and create more efficient and scalable solutions.
• Partner Across the Business: Collaborate with Treasury, Enterprise Risk Management, Credit Risk, Product, and portfolio leaders to explain models, support validation, and help establish meaningful guardrails and guidelines.
• Strengthen Model Governance: Maintain model documentation, assumptions, and parameters while navigating appropriate model governance and validation processes.

Skills

Python proficiency

Financial modeling

Analytical thinking

Problem solving

Education

Master's degree or PhD in quantitative field

Tools

Python & Excel/VBA

Job description

Boeing Employees Credit Union is seeking a highly skilled Quantitative Financial Analyst to join our Treasury and balance sheet teams. You’ll bring quantitative thinking, financial modeling, and technology to help our leadership make smarter decisions across ALM, mortgage hedging, pricing, and profitability.

You’ll apply your knowledge of fixed income, interest rate risk, and coding (Python and Excel/VBA) to enhance models, challenge assumptions, and turn quantitative findings into clear