Senior Data Scientist, ALM & Treasury Modeling

Citizens Bank; Boston (MA); On-site; USD 124,000 - 165,000; Full time

Benefits offered by this job

Medical, dental, and vision coverage

Retirement benefits

Flexible work arrangements

Education reimbursement

Wellness programs

Job summary

Citizens Bank is seeking a Finance Professional to develop and maintain Asset Liability Management models. The ideal candidate will utilize statistical analysis for forecasting and risk management within a team dedicated to innovative financial solutions.

Applicants should have strong quantitative modeling skills, proficiency in Python or R, and a master's degree in a related field. Benefits include competitive pay, comprehensive health coverage, and generous paid time off.

Qualifications

• Experience applying statistical analysis in Treasury modeling or risk management.
• Proficiency in analytical programming languages like Python or R.
• Strong analytical and quantitative modeling skills.
• Experience developing and maintaining financial or risk models.
• Strong communication skills to translate analysis into business insights.

Responsibilities

• Develop and maintain models supporting balance sheet forecasting.
• Build customer behavior models for loan and deposit products.
• Create and maintain documentation for validation processes.
• Monitor model performance and suggest enhancements.
• Prepare materials for Asset Liability Committee.

Skills

Statistical analysis

Python

R

Quantitative modeling

Communication skills

Education

Master’s degree or PhD in Finance or related field

Tools

BlackRock

Black Knight

QRM

Novantas

Bloomberg

Job description

Citizens Bank is seeking a Finance Professional to develop and maintain Asset Liability Management models. The ideal candidate will utilize statistical analysis for forecasting and risk management within a team dedicated to innovative financial solutions.

Applicants should have strong quantitative modeling skills, proficiency in Python or R, and a master's degree in a related field. Benefits include competitive pay, comprehensive health coverage, and generous paid time off.