Manager - Treasury Modeling and Analytics

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Description :

Treasury Modeling & Analytics team is part of American Express Global Treasury organization and is responsible for development, maintenance, testing and documentation of modeling frameworks and methodologies used in asset-liability management, exposure management and cash forecasting, as well as components of Comprehensive Capital Analysis and Review (CCAR) and Internal Capital Adequacy Process (ICAAP).

This team collaborates with various business partners within the American Express Finance organization, as well as with oversight groups such as model validation and audit.

Responsibilities :

• Development, maintenance, testing and documentation of various models
• Participate in firm-wide CCAR stress testing
• Administration of Model Risk Committee and related reporting
• Supporting ALM team on model maintenance and required analysis
• Collaboration with other modeling teams within American Express Finance
• Communicating models internally and incorporating stakeholder feedback
• Interaction with the internal validation and audit groups in addressing model validation findings

Requirements :

• Master’s degree in a quantitative discipline (Economics, Finance, Statistics, Operation Research) or MBA degree with proven analytical and quantitative experience (Ph.D. preferred)
• 2+ years of relevant work experience preferred
• Knowledge and experience with financial valuation techniques and derivatives pricing
• Knowledge and experience in asset-liability management (ALM), interest rate risk and liquidity risk are a plus
• Hands-on experience in building statistical and financial models using various techniques and large datasets
• Experience in scenario analysis and stress testing
• Experience in writing technical documentation
• Strong programming skills in Python and SQL, and familiarity with Hive, Spark and Yellowbrick. Knowledge of VBA programming is a plus.
• Proficiency in Microsoft Excel and PowerPoint

Salary Range : $80,000.00 to $155,000.00 annually + bonus + benefits

The above represents the expected salary range for this job requisition. Ultimately, in determining your pay, we’ll consider your location, experience, and other job-related factors.

We back our colleagues and their loved ones with benefits and programs that support their holistic well-being. That means we prioritize their physical, financial, and mental health through each stage of life. Benefits include :

• Competitive base salaries
• Bonus incentives
• 6% Company Match on retirement savings plan
• Free financial coaching and financial well-being support
• Comprehensive medical, dental, vision, life insurance, and disability benefits
• Flexible working model with hybrid, onsite or virtual arrangements depending on role and business need
• 20+ weeks paid parental leave for all parents, regardless of gender, offered for pregnancy, adoption or surrogacy
• Free access to global on-site wellness centers staffed with nurses and doctors (depending on location)
• Free and confidential counseling support through our Healthy Minds program
• Career development and training opportunities
30+ days ago