Manager, Treasury Modeling Researcher

About the Role

In this role, you'll be part of the Product Modeling team, responsible for developing and refining forecasting and modeling strategies. Your work will directly influence business forecasts and decisions.

Responsibilities

• Gain a deep understanding of various forecasting models that measure market risk.
• Architect models into Forecast Stack for various forecast assumptions.
• Analyze large datasets to extract insights for strategic decisions.
• Develop new models for margin and deposit products.
• Refine structural and quantitative models to improve forecasts.
• Leverage industry opportunities to expand capabilities in data science.

Requirements

• Bachelor's Degree in Economics, Statistics, Mathematics, or related fields.
• At least 2 years of experience in model development.
• Strong programming skills in languages like Python or C++.
• Experience with data extraction from relational databases.
• Ability to develop and rigorously test new models.

Benefits

• 401(k) with company match
• Paid time for vacation, volunteering, and sabbatical leave
• Paid parental leave and family building benefits
• Tuition reimbursement
• Health, dental, and vision insurance