Quantitative Finance Analyst — ALM & Risk Modeling

Boeing Employees Credit Union; South Carolina; Hybrid; USD 107,000 - 130,000; Full time

Benefits offered by this job

401(k) Company Match

4% annual 401(k) contribution

Medical, Dental and Vision

PTO + Exchange Program

Tuition Reimbursement

Volunteer time off + donation match

Job summary

BECU is seeking a highly skilled Quantitative Financial Analyst to join our Treasury analytics team. You will apply quantitative thinking, financial modeling, and coding to support ALM, risk management, pricing, and balance sheet decisions.

You will work with fixed income, interest-rate risk, derivatives, and portfolio risk management, leveraging Python and Excel/VBA to translate insights into actions across Treasury and risk teams.

Qualifications

• Master's degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Econometrics, Physics, or related quantitative field.
• Strong experience with financial modeling and quantitative methods; fixed income, rate risk, derivatives, portfolio risk management; and advanced 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 decisions to help Treasury and business leaders understand interest rate risk, profitability, and portfolio behavior.
• Advance ALM and risk analytics across NII, EVE, duration, convexity, scenario and stress testing.
• Enhance financial models by understanding and improving existing Treasury models and parameters.
• Build new quantitative models and analytical applications to address evolving business questions.
• Modernize pricing analytics and support model transitions to Snowflake with attribution and sensitivity insights.
• Support portfolio and hedging decisions using fixed income valuation, derivatives, and risk-management concepts.
• Automate and scale processes using Python and Excel/VBA to improve workflows.
• Collaborate across Treasury, Risk, Credit, Product to explain models and establish governance.
• Strengthen model governance by maintaining documentation, assumptions, and parameters.

Skills

Quantitative modeling

Financial modeling

Fixed income

Interest rate risk

Derivatives

Portfolio risk management

Problem solving

Python

Excel/VBA

Education

Master's degree or PhD in Financial Engineering, Quantitative Finance, Mathematics, Statistics, Econometrics, Physics, or related quantitative field

Tools

Python

Excel/VBA

Job description

BECU is seeking a highly skilled Quantitative Financial Analyst to join our Treasury analytics team. You will apply quantitative thinking, financial modeling, and coding to support ALM, risk management, pricing, and balance sheet decisions.

You will work with fixed income, interest-rate risk, derivatives, and portfolio risk management, leveraging Python and Excel/VBA to translate insights into actions across Treasury and risk teams.