Senior Quant: Interest Rate Risk & Balance Sheet Analytics

Aumni; New York (NY); Sur place; USD 140 000 - 190 000; Plein temps

Avantages offerts par ce poste

Health coverage

On-site health and wellness centers

Retirement savings plan

Tuition reimbursement

Mental health support

Financial coaching

Résumé du poste

Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team to drive treasury-based balance sheet analytics and transfer pricing across deposits, loans, and mortgages.

You will apply treasury principles, synthesize strategic insights, and communicate recommendations to executive stakeholders, leveraging Python for quantitative analyses and collaborating with cross-functional teams to embed risk analytics into comprehensive

Qualifications

• 2+ years of full-time work experience with finance exposure (banking, strategy, capital markets, asset management, or risk management).
• Bachelor’s or Master’s degree in a quantitative or related field (financial engineering, statistics, applied mathematics, data science).
• Proficiency in Python or other scripting languages (R, MATLAB, VBA).
• Proficiency with Excel and PowerPoint; knowledge of econometrics, machine learning or other statistical techniques.
• Ability to work independently to deliver quality analytical solutions.
• Interest in applying quantitative skills to corporate finance to manage interest rate risk on CCB’s balance sheet.
• Effective written and verbal communication skills.

Responsabilités

• Evaluate interest rate risk (IRR) and update modeling assumptions across deposits, credit cards, and mortgage portfolios.
• Manage IRR within the banking book, focusing on Earnings at Risk, duration and DV01.
• Refine deposit funds transfer pricing methodologies for monthly forecasts and stress tests.
• Monitor market developments and macro conditions to support ALM and regulatory requirements.
• Perform scenarios and sensitivity analyses to assess risk-return tradeoffs.
• Ensure adherence to internal risk limits and governance practices.
• Leverage Python to design and execute quantitative analyses.
• Collaborate with cross-functional teams to embed risk analytics into balance sheet management.
• Create and improve reporting solutions for senior management insights.
• Clearly communicate complex concepts to technical and non-technical audiences.

Connaissances

Python

Excel

PowerPoint

Econometrics

Machine learning

Quantitative analysis

Communication

Formation

Bachelor’s/Master’s degree in a quantitative field

Outils

SQL

Tableau

Git

Description du poste

Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team to drive treasury-based balance sheet analytics and transfer pricing across deposits, loans, and mortgages.

You will apply treasury principles, synthesize strategic insights, and communicate recommendations to executive stakeholders, leveraging Python for quantitative analyses and collaborating with cross-functional teams to embed risk analytics into comprehensive