Quantitative Finance Analyst: ALM & Risk Analytics

BECU; United States; Hybrid; USD 107,000 - 130,000; Full time

Benefits offered by this job

401(k) Match

Employer 4% Contribution

Medical/Dental/Vision

PTO & Exchange

Tuition Reimbursement

Volunteer Time Off

Job summary

BECU is seeking a Quantitative Financial Analyst to fuse quantitative thinking with Treasury and balance sheet decisions. You’ll apply fixed income, interest rate risk, and derivatives analytics to complex challenges while coding in Python and Excel/VBA.

You will collaborate across Treasury, Risk, Product, and Portfolio teams, turn models into actionable insights, and contribute to governance and model stewardship in a dynamic, purpose-driven environment.

Qualifications

• Master’s degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Econometrics, Physics, or a closely related quantitative field.
• Quantitative and financial modeling expertise, with demonstrated experience developing, applying, or enhancing financial or statistical models; strong knowledge of fixed income, interest rate risk, valuation, duration, convexity, derivatives, and portfolio risk management; and advanced proficiency in Python and Excel/VBA.
• Demonstrated ability to independently solve complex and ambiguous problems, challenge assumptions, improve analytical approaches, and translate quantitative findings into clear insights for diverse audiences, with the curiosity and learning agility to quickly build knowledge across Treasury and financial concepts.

Responsibilities

• Turn quantitative analysis into decisions for Treasury and business leaders, understanding interest rate risk, profitability, and portfolio behavior.
• Advance ALM and risk analytics with NII/EVE sensitivity, duration, convexity, scenario testing, and balance sheet measures.
• Enhance financial models by understanding, challenging, and extending model parameters.
• Build new solutions by developing quantitative models when issues arise.
• Modernize pricing analytics by transitioning models to Snowflake and improving attribution and sensitivity analyses.
• Support portfolio and hedging decisions using fixed income valuation, derivatives, and risk measures.
• Automate and scale processes with Python and Excel/VBA for efficient workflows.
• Partner with Treasury, Enterprise Risk, Credit, Product, and portfolio leaders to validate models and establish guardrails.
• Strengthen model governance through documentation and parameter governance processes.

Skills

Quantitative modeling

Financial modeling

Python

Excel/VBA

Fixed income

Interest rate risk

Derivatives analytics

Education

Master’s or PhD in a quantitative field

Tools

Snowflake

GitHub

AI-assisted development tools

Job description

BECU is seeking a Quantitative Financial Analyst to fuse quantitative thinking with Treasury and balance sheet decisions. You’ll apply fixed income, interest rate risk, and derivatives analytics to complex challenges while coding in Python and Excel/VBA.

You will collaborate across Treasury, Risk, Product, and Portfolio teams, turn models into actionable insights, and contribute to governance and model stewardship in a dynamic, purpose-driven environment.