Quantitative Analyst I

3 weeks ago

San Antonio, United States International Bancshares Corp Full time

IBC Bank successes are the result of an aggressive and innovative attitude. The Bank's "We Do More" philosophy reflects it's dedication to the growth and success of it's employees, customers and communities. IBC bank hires talented, creative and dedicated individuals to help our business succeed. We are a company that values leadership, community engagement and relationship building that leads to a culture of excellence. We are currently seeking to fill positions across all business segments. IBC's focus is to be customer centric and strive to provide excellent customer experience.

Time Type

Full time

Department

673 Enterprise Risk Management

Job Summary

The Quantitative Analyst I ("Analyst") is a member of the Balance Sheet Strategy & Analytics team within Enterprise Risk Management ("ERM"), which is central to the company's risk management activities, risk and performance measurement, and financial planning & analysis. The team supports the company's asset liability management program through advanced financial modeling, including ownership of the interest rate risk model and liquidity stress testing. The team helps ensure that the interest rate risk and liquidity risk profile of the balance sheet is in line with the company's risk appetite by providing consultation and support for decision making by the Asset-Liability Committee ("ALCO") and the Senior Investment Officer. Responsibilities also include forecasting of Net Interest Income (NII) and non-interest revenue within the company's financial planning processes, including the annual budget process, that support strategic planning by senior management and the board of directors.

The Analyst provides knowledge and experience in data preparation, data analytics, and statistical modeling to support the interest rate risk and liquidity measurement activities. The role supports the technical design of data preparation and automation in order to facilitate balance sheet research and inputs into financial models. In addition, responsibilities include development, documentation, and back-testing of behavioral models of the bank's products and balance sheet segments, including cashflow forecasting and pricing models.

Job Description

ESSENTIAL JOB FUNCTIONS

The statements on this job description are intended to describe the general nature of level of work being performed by incumbents. They are not an exhaustive list of all responsibilities, duties, and skills required by all incumbents.

Data Preparation and Automation

  • Provides data preparation knowledge and experience to support the planning, build, and maintenance of the technical design of data preparation and automation, using advanced scripting data tools such as SQL and R or Python, in order to facilitate balance sheet research and inputs into financial models.
  • Develop and maintain data feeds using PowerQuery into the asset-liability software, risk profile reporting, peer comparison reporting, and other ad-hoc reports.
  • Design and develop PowerBI visuals on the balance sheets risk profile, actual and forecasted cashflows, and peer comparisons.

Balance Sheet Analytics

  • Analyze and model bank product behaviors and other balance sheet activities to forecast cashflow assumptions. Includes forecasts of loan prepayments and deposit decay.
  • Analyze loan and deposit pricing in order to forecast loan pricing and deposits betas.
  • Provide data modeling knowledge and experience to forecast non-interest revenues that support financial planning activities.
  • Document and compile support of all cashflow, revenue, and ad-hoc forecasts; including periodic reassessment/back-testing of assumptions.
  • Draws insightful conclusions from the behavior modeling and revenue forecasts and communicates such conclusions in simple non-complex language to relevant stakeholders and decision makers. Participate in consulting the lines-of-business on how to use such conclusions to optimize their strategies and decision-making.

Qualifications

Required

  • Bachelor's degree in Finance, Economics, Statistics, Mathematics, or other quantitative discipline
  • Experience with statistical analysis or data analytic projects
  • Proficient with Microsoft Word, Excel, and PowerPoint, including advanced Excel functions/formulas.
  • Proficient with Microsoft data and visualization tools: PowerQuery and PowerBI
  • Proficient with data scripting tools: SQL and R or Python
  • Ability to conduct complex problem solving and critical thinking in a fast-paced environment.
  • Must have effective communication skills, both written and verbal. Must have the ability to explain complex technical concepts in simple non-technical language.

Preferred

  • Advanced degree in Finance, Economics, Statistics, Mathematics, or other quantitative major
  • Experience in statistical analysis or data analytics focused on balance sheet risk
  • Knowledge of retail or commercial banking and its products as evidenced through past work experience within a financial institution's Treasury, ERM, or FP&A departments.
  • Asset/Liability Management ("ALM") modeling experience including working knowledge of ALM software
  • CFA or FRM a plus

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