Quantitative Finance Analyst - ALM & Risk Analytics

BECU

Idaho

On-site

USD 83,000 - 154,000

Full time

7 hours ago

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Benefits offered by this job

401(k) Matching up to 3%

4% annual 401(k) contribution

Medical, Dental and Vision coverage

PTO Program + Exchange Program

Tuition Reimbursement Program

BECU Cares volunteer time off + donor匹

Job summary

BECU seeks a Quantitative Financial Analyst to bring quantitative thinking, financial modeling, and technology to Treasury and balance sheet decisions. You will apply fixed income, interest rate risk, and pricing concepts, build models, and collaborate across Risk, Treasury, and Product teams to deliver actionable insights.

You’ll gain hands-on exposure to ALM, risk analytics, and modern analytic environments.

Qualifications

Master’s degree or PhD in a quantitative field such as Financial Engineering or Mathematics.
Strong financial modeling experience with fixed income, duration, convexity, and portfolio risk management; Python and Excel proficiency.
Ability to independently solve complex problems, challenge assumptions, and translate findings for diverse audiences.

Responsibilities

Turn quantitative analysis into decisions for interest rate risk and profitability.
Advance ALM and risk analytics across NII, EVE sensitivity, duration, and stress testing.
Enhance and maintain Treasury models, update parameters, and extend analytics.
Develop new quantitative models and analytical applications.
Modernize pricing analytics using Snowflake and attribution analytics.
Automate processes with Python and Excel/VBA to scale solutions.
Collaborate across Treasury, Risk, Product, and leadership to validate models.
Govern model documentation and validation processes.