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Required Qualifications:
Background in Finance, Engineering, Math, Statistics or Computer Science
Familiarity with industry standard Interest Rate Risk measures such as Earnings at Risk (EaR) and Economic Value of Equity (EVE)
Experience with duration modeling approaches for banking products such as loans and deposits as well as traded products such as mortgage backed securities
Ability to communicate effectively with senior stakeholders and independently lead initiatives
Preferred Qualifications:
Understanding of implications associated with security and derivative accounting elections
Experience with Bloomberg, Python and/or SQL
Skills:
Analytical Thinking
Critical Thinking
Portfolio Analysis
Risk Analytics
Data and Trend Analysis
Decision Making
Oral Communications
Presentation Skills
Written Communications
Active Listening
Issue Management
Monitoring, Surveillance, and Testing
Regulatory Compliance
Technical Documentation
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