Remote Treasury ALM Quant Analyst

BECU; South Carolina; On-site; USD 107,000 - 130,000; Full time

Benefits offered by this job

401(k) Company Match (up to 3%)

4% annual contribution to your 401(k)

Medical, Dental and Vision

PTO Program + Exchange Program

Tuition Reimbursement Program

BECU Cares volunteer time off + donor

Job summary

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

You’ll work with fixed income, duration, convexity, and scenario analysis, turning models into actionable insights for leadership. Proficiency in Python and Excel/VBA, a strong quantitative foundation, and the ability to learn

Qualifications

• Master’s degree or PhD in a quantitative field with strong modeling skills.
• Experience developing or applying financial or statistical models; knowledge of fixed income, duration, convexity, derivatives.
• Proficient in Python and Excel/VBA; ability to translate findings into insights.

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 & 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

Quantitative finance

Financial modeling

Python

Excel/VBA

Fixed income

Interest rate risk

Portfolio risk management

Data analysis

Education

Master’s or PhD in Financial Engineering/Quant Finance/Math/Stats/Econometrics/Physics

Tools

Snowflake

GitHub

AI-assisted tools

Job description

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

You’ll work with fixed income, duration, convexity, and scenario analysis, turning models into actionable insights for leadership. Proficiency in Python and Excel/VBA, a strong quantitative foundation, and the ability to learn