Senior Quantitative Associate

2 weeks ago

Raleigh, United States First Citizens Bank Full time

Overview

This position is a senior level quantitative associate that directly supports the development of balance sheet forecasting models and base pricing models focusing on linear/non-linear FX derivatives and linear/non-linear IRD derivatives. The position sits within Strategic Modeling and Analytics (SMA) team within 1LOD Treasury Department. The SMA team owns and develops a wide spectrum of models, assesses applications in support of risk management efforts that measure the market risk and identify gaps in existing or proposed processes, and supports strategic decision making. A critical responsibility of the team will be to develop Basel 3 derivative base pricing functions and partner with key stakeholders to define a Basel 3 implementation strategy. Prior experience at CCAR filing institution or Large Financial Institution (LFI) presenting to regulators, model validators and auditors modeling methodology and model development decisions and documentation is recommended. Advanced proficiency in stochastic and deterministic derivative base pricing models used to derive present values or partials of derivatives is also recommended. Experience in industry known pricing vendors (Calypso, Bloomberg, Numerix, RiskMetrics) will be highly regarded. Candidate will be responsible for establishing a fit-for-purpose models, with strong governance, analytics and documentation that aligns to SR 11-7 and SR 15-19. This is an individual contributor role that over time will grow in responsibility.

Responsibilities

  • Data Analysis - Applies scalable analytical approaches to group, cluster, and evaluate large data sets. The candidate will lead the ongoing development and support of methodologies, updates, and support for key assumptions, and/or input parameters for modeling including:
    • Develop and enhance consumer loan CCAR model, assumption, and inputs.
    • Develop Basel 3 End Game base pricing models to calculate sensitivities for traded products
    • Test model implementation in various vendor systems by developing or using benchmark models
  • Model Development and support - Applies scientific/quantitative analytical approaches to draw conclusions and makes recommendations to answer business objectives and lead change. Collaborates with model validation team to go through model validation, performs performance monitoring and sensitivity test. Tests model change implementation and analyzes model change impacts. Coordinates closely with internal stakeholders to promote high-quality, consistent, and robust methodologies, assumptions, and approaches. Specific model development focus on:
    • Consumer Loan Model
    • Linear/Non-Linear FX Derivatives
    • Linear/Non-Linear IRD Derivatives
    • Linear/Non-Linear Credit Derivatives
    • Non-Linear Equity Derivatives
  • Model Governance - Engage actively with Model Risk Governance to resolve high, medium, and low severity findings. Additional responsibilities include:
    • Develop scalable model performance monitoring
    • Develop logical model key performance indicators (KPIs) to measure model performance
Qualifications

Bachelor's Degree and 6 years of experience in Finance or Analytics OR High School Diploma or GED and 10 years of experience

Preferred Qualifications:
  • Masters Degree in Quantitative Discipline (Financial Engineering, Computer Science, Statistics, Economics, Applied Mathematics)
  • CFA designation or work towards completion.
  • Experience in statistical /quantitative analysis tools such as SQL, Python, R, Matlab
  • Knowledge in statistical modeling techniques such as model forecasting and statistical modeling approaches such as linear/logistic regression model, time series, and error-correction models, GARCH (OLS, VAR, Cointegration, etc.)

  • Senior Research Associate

    2 days ago

    Raleigh, United States North Carolina State University Full time

    The Senior Research Associate will work to with and lead teams of researchers to produce internal and external reports specifically for community college stakeholders including college presidents, policymakers and practitioners.This role will primarily support quantitative research in one or multiple of the following areas: completion/transfer; labor market...

  • Senior Research Associate

    2 days ago

    RALEIGH, United States North Carolina State University Full time

    The Senior Research Associate will work to with and lead teams of researchers to produce internal and external reports specifically for community college stakeholders including college presidents, policymakers and practitioners. This role will primar Research Associate, Research, Associate, Senior, Evaluation, Commercial Driver, Technology, Education

  • Senior Quality Associate

    6 days ago

    Raleigh, United States Merz Pharmaceuticals LLC Full time

    The Senior Quality Associate is responsible for providing support of R&D Quality activities as related to R&D Quality data and documentation surveillance. Additionally, this position will operate as a liaison among the various Quality areas, R&D func Quality, Associate, Business Operations, Senior, Support, Management, Retail, Technology

  • Senior Audit Associate

    2 weeks ago

    Raleigh, United States T.J.T. Full time

    TJT is seeking a Senior Audit Associate to become an integral part of our audit team in a full-time capacity. This is an exciting opportunity to serve as a valued business advisor and deliver industry-focused audit/attestation services to middle market clients. As a Senior Associate, you will work with firm leadership to serve TJT clients and grow the...

  • Senior Tax Associate

    3 weeks ago

    Raleigh, United States Hire Resolve Full time

    Job DescriptionJob DescriptionHire Resolve is a leading recruitment company specializing in placing professionals and skilled individuals in permanent employment. We are currently partnering with a well-established accounting firm to find a Senior Tax Associate to join their team.In this role, you will be responsible for managing tax compliance, providing...

  • Senior Financial Analyst-contract

    2 weeks ago

    Raleigh, United States CAREER FOUNDATIONS, INC. Full time

    Job DescriptionJob DescriptionOur client is seeking a Senior Financial Analyst for a contract opportunity!Job Overview/Summary• Prepare and analyze financial results to provide financial counsel to division leadership• Create and track meaningful KPIs through quantitative analysis that inform business decisions and improvement priorities which maximize...

  • Senior Financial Analyst-contract

    5 days ago

    Raleigh, United States CAREER FOUNDATIONS, INC. Full time

    Job DescriptionJob DescriptionOur client is seeking a Senior Financial Analyst for a contract opportunity!Job Overview/Summary• Prepare and analyze financial results to provide financial counsel to division leadership• Create and track meaningful KPIs through quantitative analysis that inform business decisions and improvement priorities which maximize...

  • Remote Labor and Employment Senior Associate or Counsel

    2 weeks ago

    Raleigh, United States Above the Bar Full time

    We are seeking an attorney with 5+ years of experience to fill the position of Senior Labor & Employment Associate/Counsel at an AmLaw 100 firm. This position would be fully remote, although residence and bar membership in Florida is required. The ideal candidate would have experience with both litigation and counseling clients on a full range of employment...

  • Senior Estimator

    1 week ago

    Raleigh, United States Niche SSP - No.1 for Estimating Talent Full time

    Senior Estimator Be one of the first applicants, read the complete overview of the role below, then send your application for consideration. Supports the Lead Estimators and/or Preconstruction Manager in all estimating functions throughout the Launch process required during the preconstruction phase. Responsible for value engineering, budget controls,...

  • Senior Estimator

    Found in: Appcast Linkedin GBL C2 - 2 weeks ago

    Raleigh, United States Niche SSP - No.1 for Estimating Talent Full time

    Senior EstimatorSupports the Lead Estimators and/or Preconstruction Manager in all estimating functions throughout the Launch process required during the preconstruction phase. Responsible for value engineering, budget controls, alternative and comparative studies, constructability reviews and Target Value Design. Responsible to ensure that estimates, bids...

  • Senior Estimator

    2 weeks ago

    Raleigh, United States Niche SSP - No.1 for Estimating Talent Full time

    Senior Estimator Supports the Lead Estimators and/or Preconstruction Manager in all estimating functions throughout the Launch process required during the preconstruction phase. Responsible for value engineering, budget controls, alternative and comparative studies, constructability reviews and Target Value Design. Responsible to ensure that estimates, bids...

  • Senior Estimator

    Found in: Appcast US C2 - 2 weeks ago

    Raleigh, United States Niche SSP - No.1 for Estimating Talent Full time

    Senior EstimatorSupports the Lead Estimators and/or Preconstruction Manager in all estimating functions throughout the Launch process required during the preconstruction phase. Responsible for value engineering, budget controls, alternative and comparative studies, constructability reviews and Target Value Design. Responsible to ensure that estimates, bids...

  • Senior Estimator

    2 weeks ago

    Raleigh, United States Niche SSP - No.1 for Estimating Talent Full time

    Senior EstimatorSupports the Lead Estimators and/or Preconstruction Manager in all estimating functions throughout the Launch process required during the preconstruction phase. Responsible for value engineering, budget controls, alternative and comparative studies, constructability reviews and Target Value Design. Responsible to ensure that estimates, bids...

  • Housekeeper - Atria Oakridge>

    2 weeks ago

    Raleigh, United States Atria Senior Living Full time

    Atria Senior Living - JobID: 14053704 [EVS Associate / Cleaning] As a Housekeeper at Atria, you'll: Clean public areas and residents apartments, including bathrooms, kitchens, patios & windows, floors, furniture and common areas; Perform all housekeeping duties; Perform all laundry duties; Maintain resident laundry areas including mopping floors and washing...

  • Tax Senior Associate

    7 days ago

    Raleigh, United States Forvis Full time

    Description & Requirements As a Tax Senior Associate at FORVIS, you value working closely with others to plan for the future and to help successful companies and their owners avoid surprises, coordinate tax strategies, and grow. You will provide authentic support to your teammates and clients and communicate regularly with them to understand their...

  • senior tax

    Found in: beBee jobs US - 2 weeks ago

    Raleigh, North Carolina, United States gpac Full time

    An excellent firm is hiring a TAX SENIOR immediately. This is an amazing opportunity to join a growing firm with the opportunity to move up. As a Tax Senior, you will be responsible for overseeing and managing a team of tax associates while developing and implementing strategies to provide excellent client service. You will play a key role in preparing and...

  • Senior Tax Associate

    Found in: Resume Library US A2 - 1 week ago

    Raleigh, North Carolina, United States Hire Resolve Full time

    Hire Resolve is a leading recruitment company specializing in placing professionals and skilled individuals in permanent employment. We are currently partnering with a well-established accounting firm to find a Senior Tax Associate to join their team. In this role, you will be responsible for managing tax compliance, providing tax planning and advisory...

  • Senior Associate Landscape Architect for Raleigh Location

    Found in: Appcast Linkedin GBL C2 - 3 weeks ago

    Raleigh, United States EDSA, Inc. Full time

    We are currently seeking Senior Associate Landscape Architects who have 6+ years of experience to join our Raleigh Team in North Carolina!WE ARE LOOKING FOR TEAM MEMBERS WHO ARE:• Ready to move through production of the design process confidently and efficiently• Eager to share knowledge and skillsets firmwide• Successful with project management and...

  • Senior Structural Engineer

    2 weeks ago

    Raleigh, United States Geoworld USA Full time

    Description The Senior Structural Engineer will lead structural design project teams to create world class designs for new projects, alterations and redevelopments on a variety of projects including power, process, corporate, healthcare, pipeline, airports, institutional, industrial, manufacturing, government and military facilities. The Senior Structural...

  • Senior Electrical Engineer

    2 weeks ago

    Raleigh, United States Burns & McDonnell Full time

    Description The Senior Electrical Engineer will lead electrical design project teams to create world class designs for new projects, alterations and redevelopments on a variety of projects including power, process, corporate, healthcare, pipeline, airports, institutional, industrial, manufacturing, government and military facilities. The Senior Electrical...