Quantitative Analyst I

2 weeks ago


San Antonio, Texas, United States International Bank of Commerce Full time
Job Summary

The Quantitative Analyst I is a key member of the Balance Sheet Strategy & Analytics team within Enterprise Risk Management, responsible for supporting the company's risk management activities, risk and performance measurement, and financial planning & analysis.

Key Responsibilities
  • Provide 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, including 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.
Qualifications
  • 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.


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