Senior Quantitative Analyst - Loan Forecasting

First Citizens Bank
Durham, NC, United States
Full-time
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This senior level quantitative analyst position focuses on developing balance sheet forecasting models for loan portfolios.

The role involves building and maintaining Loan Models and Loan Modeling Framework, as well as pre-provision net revenue (PPNR) loan forecasting models, in alignment with regulatory standards.

This individual contributor role requires expertise in data analysis, modeling, reporting, business support, and financial support.

  • Data Analysis : Apply sophisticated analytics to assess future risk and opportunities, and translate results into meaningful solutions.
  • Modeling : Build and maintain loan forecasting models covering various components of the loan portfolio.
  • Reporting : Update internal documentation to ensure compliance with regulatory policies.
  • Business Support : Collaborate with business, risk, and finance teams on model submissions and validation.
  • Financial Support : Develop quantitative models and analytics for improving stress testing results and supporting business growth.

Qualifications :

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

Master's degree is preferred.

  • 5+ years of experience in quantitative modeling and model development.
  • 3+ years of relevant experience in a Commercial Bank, with knowledge of statistical modeling techniques and programming in statistical / mathematical programs.
  • Prior experience at a CCAR filing institution or Large Financial Institution is preferred.

Benefits :

First Citizens offers a comprehensive benefits program for full-time associates, supporting families and various life stages : Benefits Link

6 days ago
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